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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.
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 |
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 |
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