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Exponential Families in Theory and Practice (Hardcover)
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Exponential Families in Theory and Practice (Hardcover)
Series: Institute of Mathematical Statistics Textbooks
Expected to ship within 12 - 17 working days
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During the past half-century, exponential families have attained a
position at the center of parametric statistical inference.
Theoretical advances have been matched, and more than matched, in
the world of applications, where logistic regression by itself has
become the go-to methodology in medical statistics, computer-based
prediction algorithms, and the social sciences. This book is based
on a one-semester graduate course for first year Ph.D. and advanced
master's students. After presenting the basic structure of
univariate and multivariate exponential families, their application
to generalized linear models including logistic and Poisson
regression is described in detail, emphasizing geometrical ideas,
computational practice, and the analogy with ordinary linear
regression. Connections are made with a variety of current
statistical methodologies: missing data, survival analysis and
proportional hazards, false discovery rates, bootstrapping, and
empirical Bayes analysis. The book connects exponential family
theory with its applications in a way that doesn't require advanced
mathematical preparation.
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