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Inference and Asymptotics (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) - D.R. Cox, O.E. Barndorff-Nielsen
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D.R. Cox, O.E. Barndorff-Nielsen:

Inference and Asymptotics (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) - hardcover

ISBN: 041249440X

[SR: 3790509], Hardcover, [EAN: 9780412494406], Chapman and Hall/CRC, Chapman and Hall/CRC, Book, [PU: Chapman and Hall/CRC], 1994-01-01, Chapman and Hall/CRC, Our book Asymptotic Techniq… More...

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Inference and Asymptotics (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) - D.R. Cox, O.E. Barndorff-Nielsen
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D.R. Cox, O.E. Barndorff-Nielsen:

Inference and Asymptotics (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) - hardcover

ISBN: 041249440X

[SR: 3790509], Hardcover, [EAN: 9780412494406], Chapman and Hall/CRC, Chapman and Hall/CRC, Book, [PU: Chapman and Hall/CRC], 1994-01-01, Chapman and Hall/CRC, Our book Asymptotic Techniq… More...

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Inference and Asymptotics (Monographs on Statistics and Applied Probability) - D.R. Cox, O.E. Barndorff-Nielsen
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D.R. Cox, O.E. Barndorff-Nielsen:
Inference and Asymptotics (Monographs on Statistics and Applied Probability) - hardcover

ISBN: 041249440X

[SR: 3068028], Hardcover, [EAN: 9780412494406], Chapman and Hall/CRC, Chapman and Hall/CRC, Book, [PU: Chapman and Hall/CRC], 1994-03-01, Chapman and Hall/CRC, 278329, Applied Mathematics… More...

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Cox, D: Inference and Asymptotics - Cox, D.R.; Barndorff-Nielsen, O.E.
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Cox, D.R.; Barndorff-Nielsen, O.E.:
Cox, D: Inference and Asymptotics - hardcover

1994, ISBN: 041249440X

[EAN: 9780412494406], Neubuch, [PU: Chapman and Hall/CRC], MATHEMATICS PROBABILITY & STATISTICS GENERAL O.E. BARNDORFF-NIELSEN D.R. COX MODIFIED PROFILE LIKELIHOOD NORMAL THEORY LINEAR MO… More...

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Inference and Asymptotics - D.R. Cox
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D.R. Cox:
Inference and Asymptotics - hardcover

ISBN: 9780412494406

Hardback, [PU: Taylor & Francis Ltd], This book provides a systematic account of some developments in asymptotic parametric inference from a likelihood-based perspective. It focuses on fi… More...

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Details of the book
Inference and Asymptotics
Author:
Title:
ISBN:

041249440X


Likelihood and its many associated concepts are of central importance in statistical theory and applications. The theory of likelihood and of likelihood-like objects (pseudo-likelihoods) has undergone extensive and important developments over the past 10 to 15 years, in particular as regards higher order asymptotics. This book provides an account of this field, which is still vigorously expanding. Conditioning and ancillarity underlie the p*-formula, a key formula for the conditional density of the maximum likelihood estimator, given an ancillary statistic. Various types of pseudo-likelihood are discussed, including profile and partial likelihoods. Special emphasis is given to modified profile likelihood and modified directed likelihood, and their intimate connection with the p*-formula. Among the other concepts and tools employed are sufficiency, parameter orthogonality, invariance, stochastic expansions and saddlepoint approximations. Brief reviews are given of the most important properties of exponential and transformation models and these types of model are used as test-beds for the general asymptotic theory. A final chapter briefly discusses a number of more general issues, including prediction and randomization theory. The emphasis is on ideas and methods, and detailed mathematical developments are largely omitted. There are numerous notes and exercises, many indicating substantial further results.

Details of the book - Inference and Asymptotics


EAN (ISBN-13): 9780412494406
ISBN (ISBN-10): 041249440X
Hardcover
Publishing year: 1994
Publisher: CHAPMAN & HALL
360 Pages
Weight: 0,689 kg
Language: eng/Englisch

Book in our database since 2008-02-25T01:56:27+00:00 (London)
Detail page last modified on 2023-04-04T10:01:10+01:00 (London)
ISBN/EAN: 041249440X

ISBN - alternate spelling:
0-412-49440-X, 978-0-412-49440-6
Alternate spelling and related search-keywords:
Book author: cox, barndorff nielsen
Book title: asymptotic statistics, inference asymptotics

Information from Publisher

Author: O. E. Barndorff-Nielsen; D. R. Cox
Title: Monographs on Statistics and Applied Probability (Closed); Inference and Asymptotics
Publisher: Springer US
360 Pages
Publishing year: 1994-01-01
Weight: 0,478 kg
Language: English
85,59 € (DE)
87,99 € (AT)
106,50 CHF (CH)
Not available (reason unspecified)

BC; PB; Hardcover, Softcover / Mathematik/Sonstiges; Mathematik; Research; EA

Preliminaries.- Some general concepts.- First-order theory.- Higher-order theory: preliminaries and motivations.- Some tools of higher-order theory.- Higher-order theory: Likelihood combinants.- Higher-order theory: some further results and tools.- Various notions of pseudo-likelihood and higher-order theory.- Further aspects.
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