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Essential Statistical Inference
Theory and Methods
Taschenbuch von L A Stefanski (u. a.)
Sprache: Englisch

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Beschreibung
¿This book is for students and researchers who have had a first year graduate level mathematical statistics course. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. R code is woven throughout the text, and there are a large number of examples and problems.
An important goal has been to make the topics accessible to a wide audience, with little overt reliance on measure theory. A typical semester course consists of Chapters 1-6 (likelihood-based estimation and testing, Bayesian inference, basic asymptotic results) plus selections from M-estimation and related testing and resampling methodology.
Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods. ¿
¿This book is for students and researchers who have had a first year graduate level mathematical statistics course. It covers classical likelihood, Bayesian, and permutation inference; an introduction to basic asymptotic distribution theory; and modern topics like M-estimation, the jackknife, and the bootstrap. R code is woven throughout the text, and there are a large number of examples and problems.
An important goal has been to make the topics accessible to a wide audience, with little overt reliance on measure theory. A typical semester course consists of Chapters 1-6 (likelihood-based estimation and testing, Bayesian inference, basic asymptotic results) plus selections from M-estimation and related testing and resampling methodology.
Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods. ¿
Über den Autor
Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.
Zusammenfassung

Valuable text for graduate students and reference for researchers

Contains R code throughout the text and in sample problems

Includes unique page references to equation displays

Inhaltsverzeichnis
Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions.- Monte Carlo Simulation Studies.- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index.- R-code Index.- Subject Index.
Details
Erscheinungsjahr: 2015
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Springer Texts in Statistics
Inhalt: xvii
568 S.
34 s/w Illustr.
568 p. 34 illus.
ISBN-13: 9781489987938
ISBN-10: 1489987932
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Stefanski, L A
Boos, Dennis D.
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Texts in Statistics
Maße: 235 x 155 x 32 mm
Von/Mit: L A Stefanski (u. a.)
Erscheinungsdatum: 06.03.2015
Gewicht: 0,879 kg
Artikel-ID: 104806849
Über den Autor
Dennis Boos and Len Stefanski are professors in the Department of Statistics at North Carolina State. Their research has been eclectic, often with a robustness angle, although Stefanski is also known for research concentrated on measurement error, including a co-authored book on non-linear measurement error models. In recent years the authors have jointly worked on variable selection methods.
Zusammenfassung

Valuable text for graduate students and reference for researchers

Contains R code throughout the text and in sample problems

Includes unique page references to equation displays

Inhaltsverzeichnis
Roles of Modeling in Statistical Inference.- Likelihood Construction and Estimation.- Likelihood-Based Tests and Confidence Regions.- Bayesian Inference.- Large Sample Theory: The Basics.- Large Sample Results for Likelihood-Based Methods.- M-Estimation (Estimating Equations).- Hypothesis Tests under Misspecification and Relaxed Assumptions.- Monte Carlo Simulation Studies.- Jackknife.- Bootstrap.- Permutation and Rank Tests.- Appendix: Derivative Notation and Formulas.- References.- Author Index.- Example Index.- R-code Index.- Subject Index.
Details
Erscheinungsjahr: 2015
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Springer Texts in Statistics
Inhalt: xvii
568 S.
34 s/w Illustr.
568 p. 34 illus.
ISBN-13: 9781489987938
ISBN-10: 1489987932
Sprache: Englisch
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Stefanski, L A
Boos, Dennis D.
Hersteller: Springer New York
Springer US, New York, N.Y.
Springer Texts in Statistics
Maße: 235 x 155 x 32 mm
Von/Mit: L A Stefanski (u. a.)
Erscheinungsdatum: 06.03.2015
Gewicht: 0,879 kg
Artikel-ID: 104806849
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