LIKELIHOOD METHODS IN STATISTICS by Thomas A. Severini ( 9780198506508 )

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Title:

LIKELIHOOD METHODS IN STATISTICS

By:

Thomas A. Severini

Format:

Hardback

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£167.50

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ISBN 10:

0198506503

ISBN 13:

9780198506508

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Publisher:

OXFORD UNIVERSITY PRESS

Pub. date:

9 November, 2000

Series:

Oxford Statistical Science Series 22

Pages:

392

Description:

Likelihood methods play a central role in statistical theory and methodology. Recently, a new approach to likelihood inference has been developed that often leads to substantial improvements over classical methods. This book gives a detailed introduction to this modern theory of likelihood methods.

Synopsis:

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.

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Imprint:

Oxford University Press

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Returnable

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