Art B. Owen: Empirical Likelihood | Buch

Cover: 9781584880714 | Empirical Likelihood | Art B. Owen | Buch | Englisch | 2001

Rückseite: 9781584880714 | Empirical Likelihood | Art B. Owen | Buch | Englisch | 2001

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Sprache: Englisch

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Beschreibung

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 the method 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. Numerous examples from a variety of disciplines and detailed descriptions of algorithms-also posted on a companion Web site-illustrate the methods in practice.

Über den Autor

Owen, Art B.

Inhaltsverzeichnis

Empirical Likelihood. EL for Random Vectors. Regression and Modeling. Symmetry and Independence. Imperfectly Observed Data. Curve Estimation. Dependent Data. Hybrids and Connections. Some Proofs. Algorithms. Higher Order Asymptotics.

Details

Erscheinungsjahr:	2001
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
ISBN-13:	9781584880714
ISBN-10:	1584880716
Sprache:	Englisch
Einband:	Gebunden
Autor:	Owen, Art B.
Hersteller:	Chapman and Hall/CRC
Verantwortliche Person für die EU:	Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße:	235 x 157 x 24 mm
Von/Mit:	Art B. Owen
Erscheinungsdatum:	18.05.2001
Gewicht:	0,681 kg