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Basics of quasi- and pseudo-likelihood theories (in Russian)

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  • Stanislav Anatolyev

    (CERGE-EI, Prague, Czech Republic
    New Economic School, Russia)

Abstract

This essay contains a brief review of concepts and methods related to the principle of maximum likelihood based on misspecified distributions: quasi-density, pseudo-density, quasi-likelihood, pseudo-likelihood, etc. The review is accompanied with examples and problems.

Suggested Citation

  • Stanislav Anatolyev, 2019. "Basics of quasi- and pseudo-likelihood theories (in Russian)," Quantile, Quantile, issue 14, pages 45-52, June.
    • Handle: RePEc:qnt:quantl:y:2019:i:14:p:45-52
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