This book introduces likelihood as a unifying concept in statistical modelling and inference. The complete range of concepts and applications are covered, from very simple to very complex studies. It relies on realistic examples, and presents the main results using heuristic rather than formal mathematical arguments.
This book introduces likelihood as a unifying concept in statistical modelling and inference. The complete range of concepts and applications are covered, from very simple to very complex studies. It relies on realistic examples, and presents the main results using heuristic rather than formal mathematical arguments.
Yudi Pawitan is a Professor in the Department of Medical Epidemiology and Biostatistics, Karolinska Institutet, Sweden
Inhaltsangabe
1: Introduction 2: Elements of likelihood inference 3: More properties of the likelihood 4: Basic models and simple applications 5: Frequentist properties 6: Modelling relationships: regression models 7: Evidence and the likelihood principle 8: Score function and Fisher information 9: Large Sample Results 10: Dealing with nuisance parameters 11: Complex data structure 12: EM Algorithm 13: Robustness of likelihood specification 14: Estimating equation and quasi-likelihood 15: Empirical likelihood 16: Likelihood of random parameters 17: Random and mixed effects models 18: Nonparametric smoothing
1: Introduction 2: Elements of likelihood inference 3: More properties of the likelihood 4: Basic models and simple applications 5: Frequentist properties 6: Modelling relationships: regression models 7: Evidence and the likelihood principle 8: Score function and Fisher information 9: Large Sample Results 10: Dealing with nuisance parameters 11: Complex data structure 12: EM Algorithm 13: Robustness of likelihood specification 14: Estimating equation and quasi-likelihood 15: Empirical likelihood 16: Likelihood of random parameters 17: Random and mixed effects models 18: Nonparametric smoothing
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