Parametric Statistical Models and Likelihood

Name: Parametric Statistical Models and Likelihood
Brand: Springer-Verlag New York Inc.
SKU: 9780387969282
Price: 119.95 EUR
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Autor: Ole E Barndorff-Nielsen

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

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This book is a slightly revised and expanded version of a set I I I of notes used for a lecture seri...

Informácie o knihe

Autor

Ole E Barndorff-Nielsen

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2012

Stránok

276

EAN

9780387969282

ISBN

0387969284

Enbook ID

06793912

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

475

Rozmery

155 x 235 x 16

Kompletný popis

This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements of these Summer Schools which form a very significant forum for the exchange of scientific ideas relating to probability. The efficient, careful and patient preparation of the typescript by Oddbj~rg Wethelund is also gratefully acknowledged. Aarhus, June 1988 O. E. Barndorff-Nielsen Parametric statistical Models and Likelihood O. E. Barndorff-Nielsen o. Introduction 0. 1. Outline of contents 1 0. 2. A few preliminaries 2 1. Likelihood and auxiliary statistics 1. 1. Likelihood 4 1. 2. Moments and cumulants of log likelihood derivatives 10 1. 3. Parametrization invariance 13 1. 4. Marginal and conditional likelihood 15 1. 5. Combinants, auxiliaries, and the p -model 19 1. 6. Orthogonal parameters 27 1. 7. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1. 8. Ancillarity and conditionality 33 41 1. 9. Partial sufficiency and partial ancillarity 1. 10.

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