Likelihood Methods in Statistics
Book Details
Format
Hardback or Cased Book
Book Series
Oxford Statistical Science Series
ISBN-10
0198506503
ISBN-13
9780198506508
Publisher
Oxford University Press
Imprint
Oxford University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 9th, 2000
Print length
392 Pages
Weight
720 grams
Dimensions
24.00 x 16.20 x 2.90 cms
Product Classification:
Probability & statistics
Ksh 33,950.00
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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.
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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