Likelihood Methods in Statistics (Oxford Statistical Science Series)
Series: Oxford Statistical Science
Publisher: Oxford University Press, USA
Published: December 26, 2000
Language: eng
Number of pages: 392
ISBN-13: 9780198506508
First sentence: The purpose of this chapter is to review some basic concepts of probability and statistics that will play a central role in the subsequent chapters, as well as to introduce some notation and terminology.
Description: "This book provides an introduction to the modern theory of likelihood-based statistical inference. This theory is characterized by several important features. One is the recognition that it is desirable to condition on relevant ancillary statistics. Another is that probability approximations are based on saddlepoint and closely related approximations that generally have very high accuracy. A third aspect is that, for models with nuisance parameters, inference is often based on marginal or conditional likelihoods, or approximations to these likelihoods. These methods have been shown to often yield substantial improvements over classical methods. The book also provides an up-to-date account of recent results in the field, which has been undergoing rapid development."--Jacket.