In All Likelihood
Subtitle: Statistical Modelling and Inference Using Likelihood
Series: Oxford Science Publications
Publisher: Clarendon Press
Published: 2001
Place of publication: Oxford, England
Language: eng
Format: Hardcover
Number of pages: 528
ISBN-13: 9780198507659
Copyright date: 2001
First sentence: Statistical modelling and inference have grown, above all else, to deal with variation and uncertainty.
Description: This book presents the role of likelihood in a whole range of statistical problems, from a simple comparison of two accident rates to complex studies requiring generalized linear or semiparametric modeling. The book emphasizes that the likelihood is not simply a device to produce an estimate, but more importantly it is a tool for modeling.

The book generally takes an informal approach, where most important results are established using heuristic arguments and motivated with realistic examples. With currently available computing power, examples are not contrived to allow a closed analytical solution, and the book concentrates 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, generalized linear mixed models, nonparametric smoothing, robustness, EM algorithm and empirical likelihood.
--back cover