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This book provides a systematic development of tensor methods in
statistics, beginning with the study of multivariate moments and
cumulants. The effect on moment arrays and on cumulant arrays of
making linear or affine transformations of the variables is
studied. Because of their importance in statistical theory,
invariant functions of the cumulants are studied in some detail.
This is followed by an examination of the effect of making a
polynomial transformation of the original variables. The
fundamental operation of summing over complementary set partitions
is introduced at this stage. This operation shapes the notation and
pervades much of the remainder of the book. The necessary
lattice-theory is discussed and suitable tables of complementary
set partitions are provided. Subsequent chapters deal with
asymptotic approximations based on Edgeworth expansion and
saddlepoint expansion. The saddlepoint expansion is introduced via
the Legendre transformation of the cumulant generating function,
also known as the conjugate function of the cumulant generating
function. A recurring them is that, with suitably chosen notation,
multivariate calculations are often simpler and more transparent
than the corresponding univariate calculations. The final two
chapters deal with likelihood ratio statistics, maximum likelihood
estimation and the effect on inferences of conditioning on
ancillary or approximately ancillary statistics. The Bartlett
adjustment factor is derived in the general case and simplified for
certain types of generalized linear models. Finally,
Barndorff-Nielsen's formula for the conditional distribution of the
maximum liklelihood estimator is derived and discussed. More than
200 Exercises are provided to illustrate the uses of tensor
methodology.
The success of the first edition of Generalized Linear Models led to the updated Second Edition, which continues to provide a definitive unified, treatment of methods for the analysis of diverse types of data. Today, it remains popular for its clarity, richness of content and direct relevance to agricultural, biological, health, engineering, and other applications. The authors focus on examining the way a response variable depends on a combination of explanatory variables, treatment, and classification variables. They give particular emphasis to the important case where the dependence occurs through some unknown, linear combination of the explanatory variables. The Second Edition includes topics added to the core of the first edition, including conditional and marginal likelihood methods, estimating equations, and models for dispersion effects and components of dispersion. The discussion of other topics-log-linear and related models, log odds-ratio regression models, multinomial response models, inverse linear and related models, quasi-likelihood functions, and model checking-was expanded and incorporates significant revisions. Comprehension of the material requires simply a knowledge of matrix theory and the basic ideas of probability theory, but for the most part, the book is self-contained. Therefore, with its worked examples, plentiful exercises, and topics of direct use to researchers in many disciplines, Generalized Linear Models serves as ideal text, self-study guide, and reference.
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