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Optimality of quasi-score in the multivariate mean–variance model with an application to the zero-inflated Poisson model with measurement errors
Abstract In a multivariate mean–variance model, the class of linear score (LS) estimators based on an unbiased linear estimating function is introduced. A special member of this class is the (extended) quasi-score (QS) estimator. It is ‘extended’ in the sense that it comprises the parameters describing the distribution of the …