Inference, Asymptotics, And Applications
Subtitle: Selected Papers Of IB Michael Skovgaard, With Introductions By His Colleagues
By: edited by Nancy Reid & Torben Martinussen
Edition: First edition
Publisher: World Scientific Publishing Company (WSPC)
Published: March 10, 2017
Place of publication: New Jersey, USA
Language: eng
Format: Hardcover
Number of pages: 370
ISBN-13: 9789813207875
Copyright date: ©2017
First sentence: Edgeworth expansion is a major pillar in the foundation of modern higher order asymptotic theory of statistics.
Description: This book showcases the innovative research of Professor Skovgaard, by providing in one place a selection of his most important and influential papers. Introductions by colleagues set in context the highlights, key achievements, and impact, of each work. This book provides a survey of the field of asymptotic theory and inference as it was being pushed forward during an exceptionally fruitful time. It provides students and researchers with an overview of many aspects of the field.
Notes: Includes bibliographical references at page 339
Table of contents: title: -- Preface; title: -- Introduction; title: -- Edgeworth Expansions for the Distributions of Maximum Likelihood Estimators in the General (Non IID) Case (Introduction by Rahul Mukerjee); title: -- A Second-Order Investigation of Asymptotic Ancillarity (Introduction by Peter McCullagh); title: -- On Multivariate Edgeworth Expansions (Introduction by John Robinson); title: -- Saddlepoint Expansions for Conditional Distributions (Introduction by Jens Ledet Jensen); title: -- Saddlepoint Expansions for Directional Test Probabilities (Introduction by Nicola Sartori); title: -- A Review of Higher Order Likelihood Inference (Introduction by Nancy Reid); title: -- On the Density of Minimum Contrast Estimators (Introduction by Alessandra Salvan and Luigi Pace); title: -- Modelling Relations Between Instrumental and Sensory Measurements in Factorial Experiments (Introduction by Per Bruun Brockhoff); title: -- An Explicit Large-Deviation Approximation to One-Parameter Tests (Introduction by Thomas A Severini); title: -- Modified Residuals in Non-Linear Regression (Introduction by Anthony Davison); title: -- Likelihood Asymptotics (Introduction by Ruggero Bellio and Donald A Pierce); title: -- On the Use of a Parameter Dependent Group Structure for Inference(Introduction by D A S Fraser); title: -- Efficient Estimation of Fixed and Time-Varying Covariate Effects in Multiplicative Intensity Models (Introduction by Yanqing Sun and Seunggen Hyun); title: -- Diffusion-Type Models with Given Marginal Distribution and Autocorrelation Function (Introduction by Helle Sørensen); title: -- Likelihood Ratio Tests in Curved Exponential Families with Nuisance Parameters Present Only Under the Alternative (Introduction by Nina Munkholt Jakobsen and Michael Sørensen); title: -- Nonparametric Maximum Likelihood Estimation of Randomly Time-Transformed Curves (Introduction by Judith Rousseau); title: -- Bibliography