مشخصات پژوهش

صفحه نخست /Saddlepoint method in ...
عنوان Saddlepoint method in integer-valued bilinear model
نوع پژوهش مقاله ارائه شده
کلیدواژه‌ها Integer-valued bilinear model; Quasi-Likelihood Function; Saddlepoint approximation; Thinning operator
چکیده Saddlepoint techniques have been used successfully in many applications because of the high accuracy with which they can approximate intractable densities. In this work through considering the integer-valued bilinear model, the saddlepoint method is applied which provides an efficient approach to parameter estimation. Although the conditional least squares and quasi-maximum likelihood methods could be used to estimate the parameters of the model, the saddlepoint method is adopted as it was still expected to have a better performance than the conditional least squares and quasi- maximum likelihood methods in practice.
پژوهشگران رعنا بامدادی (نفر دوم)، مهرناز محمدپور (نفر اول)