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Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.
One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies empirical likelihood to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Abundant figures offer visual reinforcement of the concepts and techniques. Examples from a variety of disciplines and detailed descriptions of algorithms-also posted on a companion Web site at-illustrate the methods in practice. Exercises help readers to understand and apply the methods.
The method of empirical likelihood is now attracting serious attention from researchers in econometrics and biostatistics, as well as from statisticians. This book is your opportunity to explore its foundations, its advantages, and its application to a myriad of practical problems.
This book presents the refereed proceedings of the Twelfth
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at Stanford
University (California) in August 2016. These biennial conferences
are major events for Monte Carlo and quasi-Monte Carlo researchers.
The proceedings include articles based on invited lectures as well
as carefully selected contributed papers on all theoretical aspects
and applications of Monte Carlo and quasi-Monte Carlo methods.
Offering information on the latest developments in these very
active areas, this book is an excellent reference resource for
theoreticians and practitioners interested in solving
high-dimensional computational problems, arising in particular, in
finance, statistics, computer graphics and the solution of PDEs.
This book presents the refereed proceedings of the Twelfth
International Conference on Monte Carlo and Quasi-Monte Carlo
Methods in Scientific Computing that was held at Stanford
University (California) in August 2016. These biennial conferences
are major events for Monte Carlo and quasi-Monte Carlo researchers.
The proceedings include articles based on invited lectures as well
as carefully selected contributed papers on all theoretical aspects
and applications of Monte Carlo and quasi-Monte Carlo methods.
Offering information on the latest developments in these very
active areas, this book is an excellent reference resource for
theoreticians and practitioners interested in solving
high-dimensional computational problems, arising in particular, in
finance, statistics, computer graphics and the solution of PDEs.
This volume represents the refereed proceedings of the Eighth
International C- ference on Monte Carlo and Quasi-Monte Carlo
Methods in Scienti c Computing, which was held at the University of
Montreal, from 6-11 July, 2008. It contains a limited selection of
articles based on presentations made at the conference. The program
was arranged with the help of an international committee consisting
of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye,
McGill University Henri Faure, CNRS Marseille Paul Glasserman,
Columbia University Peter W. Glynn, Stanford University Stefan
Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois
Institute of Technology Aneta Karaivanova, Bulgarian Academy of
Science Alexander Keller, mental images GmbH, Berlin Adam
Kolkiewicz, University of Waterloo Frances Y. Kuo, University of
New South Wales Christian Lecot, Universite de Savoie, Chambery
Pierre L'Ecuyer, Universite de Montreal (Chair and organizer) Jun
Liu, Harvard University Peter Mathe, Weierstrass Institute Berlin
Makoto Matsumoto, Hiroshima University Thomas Muller-Gronbach, Otto
von Guericke Universitat Harald Niederreiter, National University
of Singapore Art B. Owen, Stanford University Gilles Pages,
Universite Pierre et Marie Curie (Paris 6) Klaus Ritter, TU
Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch.
Schmid, University of Salzburg Ian H. Sloan, University of New
South Wales Jerome Spanier, University of California, Irvine Bruno
Tuf n, IRISA-INRIA, Rennes Henryk Wozniak ' owski, Columbia
University. v vi Preface The local arrangements (program
production, publicity, web site, registration, social events, etc.
This volume represents the refereed proceedings of the Eighth
International C- ference on Monte Carlo and Quasi-Monte Carlo
Methods in Scienti c Computing, which was held at the University of
Montreal, from 6-11 July, 2008. It contains a limited selection of
articles based on presentations made at the conference. The program
was arranged with the help of an international committee consisting
of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye,
McGill University Henri Faure, CNRS Marseille Paul Glasserman,
Columbia University Peter W. Glynn, Stanford University Stefan
Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois
Institute of Technology Aneta Karaivanova, Bulgarian Academy of
Science Alexander Keller, mental images GmbH, Berlin Adam
Kolkiewicz, University of Waterloo Frances Y. Kuo, University of
New South Wales Christian Lecot, Universite de Savoie, Chambery
Pierre L'Ecuyer, Universite de Montreal (Chair and organizer) Jun
Liu, Harvard University Peter Mathe, Weierstrass Institute Berlin
Makoto Matsumoto, Hiroshima University Thomas Muller-Gronbach, Otto
von Guericke Universitat Harald Niederreiter, National University
of Singapore Art B. Owen, Stanford University Gilles Pages,
Universite Pierre et Marie Curie (Paris 6) Klaus Ritter, TU
Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch.
Schmid, University of Salzburg Ian H. Sloan, University of New
South Wales Jerome Spanier, University of California, Irvine Bruno
Tuf n, IRISA-INRIA, Rennes Henryk Wozniak ' owski, Columbia
University. v vi Preface The local arrangements (program
production, publicity, web site, registration, social events, etc.
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