عنوان
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Saddlepoint method in integer-valued bilinear model
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نوع پژوهش
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مقاله ارائه شده
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کلیدواژهها
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Integer-valued bilinear model; Quasi-Likelihood Function; Saddlepoint approximation; Thinning operator
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چکیده
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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.
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پژوهشگران
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رعنا بامدادی (نفر دوم)، مهرناز محمدپور (نفر اول)
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