In All Likelihood: Statistical Modelling and Inference Using Likelihood
(Sprache: Englisch)
This text concentrates on what can be achieved using the likelihood/Fisherian methods of taking into account uncertainty when studying a statistical problem. It takes the concept of the likelihood as the best method for unifying the demands of statistical...
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Produktinformationen zu „In All Likelihood: Statistical Modelling and Inference Using Likelihood “
This text concentrates on what can be achieved using the likelihood/Fisherian methods of taking into account uncertainty when studying a statistical problem. It takes the concept of the likelihood as the best method for unifying the demands of statistical modeling and theory of inference. Every likelihood concept is illustrated with realistic examples ranging from a simple comparison of two accident rates to complex studies that require generalized linear or semiparametric modeling. The emphasis is on likelihood not as just a device used to produce an estimate, but as an important tool for modeling.
Inhaltsverzeichnis zu „In All Likelihood: Statistical Modelling and Inference Using Likelihood “
1. Introduction; 2. Elements of likelihood inference; 3. More properties of the likelihood; 4. Basic models and simple applications; 5. Frequentist properties; 6. Modelling relationships: regression models; 7. Evidence and the likelihood principle; 8. Score function and Fisher information; 9. Large Sample Results; 10. Dealing with nuisance parameters; 11. Complex data structure; 12. EM Algorithm; 13. Robustness of likelihood specification; 14. Estimating equation and quasi-likelihood; 15. Empirical likelihood; 16. Likelihood of random parameters; 17. Random and mixed effects models; 18. Nonparametric smoothing
Bibliographische Angaben
- Autor: Yudi Pawitan
- 2001, 544 Seiten, Maße: 16,1 x 24,1 cm, Gebunden, Englisch
- Verlag: OXFORD UNIV PR
- ISBN-10: 0198507658
- ISBN-13: 9780198507659
Sprache:
Englisch
Rezension zu „In All Likelihood: Statistical Modelling and Inference Using Likelihood “
This is a splendid book with its contents thoroughly covering all likelihood ... Statements are firm, and explanations are full and clear. This book may be used as a reference work. It is strongly recommended as an academic library volume, and individually for statistics lecturers, advanced students, and researchers. The Mathematical Gazette To those of us to whom it is a continuing irritation to be told that there are only two kinds of statisticians, freqentist and Bayesian, this book will come as an enormous relief ... a remarkable book, which deserves the widest distribution; I hope it will gain many converts to the likelihood school. Biometrics
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