Buch, Englisch, 324 Seiten, Format (B × H): 154 mm x 235 mm, Gewicht: 540 g
Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Buch, Englisch, 324 Seiten, Format (B × H): 154 mm x 235 mm, Gewicht: 540 g
Reihe: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
ISBN: 978-1-58488-071-4
Verlag: CRC Press
Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.
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 empirical likelihood 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. Abundant figures offer visual reinforcement of the concepts and techniques. Examples from a variety of disciplines and detailed descriptions of algorithms-also posted on a companion Web site at-illustrate the methods in practice. Exercises help readers to understand and apply the methods.
The method of empirical likelihood is now attracting serious attention from researchers in econometrics and biostatistics, as well as from statisticians. This book is your opportunity to explore its foundations, its advantages, and its application to a myriad of practical problems.
Zielgruppe
Professional Practice & Development
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
Weitere Infos & Material
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.
