Parametric Statistical Models and Likelihood is popular PDF and ePub book, written by Ole E Barndorff-Nielsen in 2012-12-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Parametric Statistical Models and Likelihood can be Read Online from any device for your convenience.
Parametric Statistical Models and Likelihood Book PDF Summary
This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements of these Summer Schools which form a very significant forum for the exchange of scientific ideas relating to probability. The efficient, careful and patient preparation of the typescript by Oddbj~rg Wethelund is also gratefully acknowledged. Aarhus, June 1988 O. E. Barndorff-Nielsen Parametric statistical Models and Likelihood O. E. Barndorff-Nielsen o. Introduction 0. 1. Outline of contents 1 0. 2. A few preliminaries 2 1. Likelihood and auxiliary statistics 1. 1. Likelihood 4 1. 2. Moments and cumulants of log likelihood derivatives 10 1. 3. Parametrization invariance 13 1. 4. Marginal and conditional likelihood 15 * 1. 5. Combinants, auxiliaries, and the p -model 19 1. 6. Orthogonal parameters 27 1. 7. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1. 8. Ancillarity and conditionality 33 41 1. 9. Partial sufficiency and partial ancillarity 1. 10.
Detail Book of Parametric Statistical Models and Likelihood PDF
- Author : Ole E Barndorff-Nielsen
- Release : 06 December 2012
- Publisher : Springer Science & Business Media
- ISBN : 9781461239345
- Genre : Mathematics
- Total Page : 285 pages
- Language : English
- PDF File Size : 12,9 Mb
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