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Parametric Statistical Models and Likelihood (Paperback, Softcover reprint of the original 1st ed. 1988)
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Parametric Statistical Models and Likelihood (Paperback, Softcover reprint of the original 1st ed. 1988)
Series: Lecture Notes in Statistics, 50
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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 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.
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Lecture Notes in Statistics, 50 |
Release date: |
December 1988 |
First published: |
1988 |
Authors: |
Ole E. Barndorff-Nielsen
|
Dimensions: |
235 x 155 x 15mm (L x W x T) |
Format: |
Paperback
|
Pages: |
276 |
Edition: |
Softcover reprint of the original 1st ed. 1988 |
ISBN-13: |
978-0-387-96928-2 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Applied mathematics >
General
|
LSN: |
0-387-96928-4 |
Barcode: |
9780387969282 |
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