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Inference and Asymptotics: 52 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Hardcover

Book 75 of 110: ISSN

Cox, D.R.

 
9780412494406: Inference and Asymptotics: 52 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Hardcover
ISBN 10: 041249440X ISBN 13: 9780412494406
Publisher: Routledge, 1994

Synopsis

This book provides a systematic account of some developments in asymptotic parametric inference from a likelihood-based perspective. It focuses on first-order asymptotic theory, and discusses the need for higher-order theory.

"synopsis" may belong to another edition of this title.

About the Author

D.R. Cox

From the Back Cover

Likelihood and its many associated concepts are of central importance in statistical theory and applications. The theory of likelihood and of likelihood-like objects (pseudo-likelihoods) has undergone extensive and important developments over the past 10 to 15 years, in particular as regards higher order asymptotics. This book provides an account of this field, which is still vigorously expanding. Conditioning and ancillarity underlie the p*-formula, a key formula for the conditional density of the maximum likelihood estimator, given an ancillary statistic. Various types of pseudo-likelihood are discussed, including profile and partial likelihoods. Special emphasis is given to modified profile likelihood and modified directed likelihood, and their intimate connection with the p*-formula. Among the other concepts and tools employed are sufficiency, parameter orthogonality, invariance, stochastic expansions and saddlepoint approximations. Brief reviews are given of the most important properties of exponential and transformation models and these types of model are used as test-beds for the general asymptotic theory. A final chapter briefly discusses a number of more general issues, including prediction and randomization theory. The emphasis is on ideas and methods, and detailed mathematical developments are largely omitted. There are numerous notes and exercises, many indicating substantial further results.

"About this title" may belong to another edition of this title.

Publisher
Routledge
Publication date
1994
Language
English
ISBN 10 
041249440X
ISBN 13 
9780412494406
Binding
Hardcover
Edition number
1
Number of pages
372