Parametric Statistical Models and Likelihood /
The book gives an account of the mathematical-statistical theory of the main classes of parametric statistical models, i.e. transformatioon models and exponential models, and of likelihood based inference. The emphasis is on recent developments - various new results are presented - and the mathemati...
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
1988.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
50. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | The book gives an account of the mathematical-statistical theory of the main classes of parametric statistical models, i.e. transformatioon models and exponential models, and of likelihood based inference. The emphasis is on recent developments - various new results are presented - and the mathematical techniques employed include parts of the theory of group actions and invariant measures, differential geometry, and asymptotic analysis. A knowledge of these techniques is not presupposed but will be helpful, as the exposition is partly quite succinct. A basic knowledge of classic parametric statistical inference is however assumed. Exactness results and high-order asymptotic results for important likelihood quantities, including maximum likelihood estimators, score vectors, (signed) likelihood ratios and (modified) profile likelihoods, are discussed. Concepts of ancillarity and sufficiency enter prominently. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (vii, 276 pages) |
| ISBN: | 9781461239345 (electronic bk.) 1461239346 (electronic bk.) |
| ISSN: | 0930-0325 ; |