Likelihood Methods in Statistics

Thomas A. Severini

ISBN 10: 0198506503 / ISBN 13: 9780198506508

Editore: Oxford University Press, GB, 2000

Riguardo questo articolo

This book provides an introduction to the modern theory of likelihood-based statistical inference. This theory is characterized by several important features. One is the recognition that it is desirable to condition on relevant ancillary statistics. Another is that probability approximations are based on saddlepoint and closely related approximations that generally have very high accuracy. A third aspect is that, for models with nuisance parameters, inference is often based on marginal or conditional likelihoods, or approximations to these likelihoods. These methods have been shown often to yield substantial improvements over classical methods. The book also provides an up-to-date account of recent results in the field, which has been undergoing rapid development.

Codice articolo LU-9780198506508

Dati bibliografici

• Titolo: Likelihood Methods in Statistics
• Editore: Oxford University Press, GB
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0198506503
• ISBN 13: 9780198506508
• Rilegatura: Hardback
• Edizione: Illustrated.
• Condizione: New

Descrizione articolo

Riassunto

This book provides an introduction to the modern theory of likelihood-based statistical inference. This theory is characterized by several important features. One is the recognition that it is desirable to condition on relevant ancillary statistics. Another is that probability approximations are based on saddlepoint and closely related approximations that generally have very high accuracy. A third aspect is that, for models with nuisance parameters, inference is often based on marginal or conditional likelihoods, or approximations to these likelihoods. These methods have been shown often to yield substantial improvements over classical methods. The book also provides an up-to-date account of recent results in the field, which has been undergoing rapid development.

Recensione

This book is an excellent account of likelihood-based statistical inference; I believe that it will be a very useful addition to any scholarly library. (Biometrics)