Parametric statistical models and likelihood
By: Ole E. Barndorff-Nielsen.
Series: Lecture notes in statistics ;; 50; Lecture notes in statistics (Springer-Verlag) ;; v. 50.
Publisher: Springer-Verlag
Published: 1988
Place of publication: New York
Language: eng
Number of pages: 276
Subjects: Mathematical statistics.
Description: 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.
Notes: Bibliography: p. 262-267.
Includes index.