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Viser: In All Likelihood - Statistical Modelling and Inference Using Likelihood
In All Likelihood
Statistical Modelling and Inference Using Likelihood
Yudi Pawitan
(2013)
Detaljer om varen
- Undefined: 544 sider
- Udgiver: Oxford University Press (Januar 2013)
- ISBN: 9780199671229
The emphasis is that the likelihood is not simply a device to produce an estimate, but an important tool for modelling. The book generally takes an informal approach, where most important results are established using heuristic arguments and motivated with realistic examples. With the currently available computing power, examples are not contrived to allow a closed analytical solution, and the book can concentrate on the statistical aspects of the data modelling. In addition to classical likelihood theory, the book covers many modern topics such as generalized linear models and mixed models, non parametric smoothing, robustness, the EM algorithm and empirical likelihood.