Likelihood Methods in Statistics

Thomas A Severini

ISBN 10: 0198506503 / ISBN 13: 9780198506508

Editore: Oxford University Press (UK) Jan 2001, 2001

Riguardo questo articolo

Neuware - 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 provide an up-to-date account of recent results in the field, which has been undergoing rapid development.

Codice articolo 9780198506508

Dati bibliografici

• Titolo: Likelihood Methods in Statistics
• Editore: Oxford University Press (UK) Jan 2001
• Data di pubblicazione: 2001
• Lingua: Inglese
• ISBN 10: 0198506503
• ISBN 13: 9780198506508
• Rilegatura: Buch
• Condizione: Neu
• Dimensioni: 239 L x 162 A x 27 P (millimetri) 239 millimetri di larghezza per 162 millimetri di altezza per 27 millimetri di profondità
• Peso: 742 grammi

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)