Parametric Statistical Models and Likelihood
Author | : Ole E. Barndorff-Nielsen |
Publisher | : |
Total Pages | : 292 |
Release | : 1988 |
ISBN-10 | : UOM:39015046268093 |
ISBN-13 | : |
Rating | : 4/5 (93 Downloads) |
Download or read book Parametric Statistical Models and Likelihood written by Ole E. Barndorff-Nielsen and published by . This book was released on 1988 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book gives an account of the mathematical-statistical theory of the main classes of parametric statistical models, i.e. transformatioon models and exponential models, and of likelihood based inference. The emphasis is on recent developments - various new results are presented - and the mathematical techniques employed include parts of the theory of group actions and invariant measures, differential geometry, and asymptotic analysis. A knowledge of these techniques is not presupposed but will be helpful, as the exposition is partly quite succinct. A basic knowledge of classic parametric statistical inference is however assumed. Exactness results and high-order asymptotic results for important likelihood quantities, including maximum likelihood estimators, score vectors, (signed) likelihood ratios and (modified) profile likelihoods, are discussed. Concepts of ancillarity and sufficiency enter prominently.