Parametric Statistical Models and Likelihood:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1988
|
| Schriftenreihe: | Lecture Notes in Statistics
50 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 |
| Beschreibung: | 1 Online-Ressource (VII, 276p) |
| ISBN: | 9781461239345 9780387969282 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4612-3934-5 |
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Datensatz im Suchindex
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| adam_text | |
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| author | Barndorff-Nielsen, Ole E. |
| author_facet | Barndorff-Nielsen, Ole E. |
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| author_sort | Barndorff-Nielsen, Ole E. |
| author_variant | o e b n oeb oebn |
| building | Verbundindex |
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| classification_tum | MAT 000 |
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| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4612-3934-5 |
| format | Electronic eBook |
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| indexdate | 2024-12-06T09:04:01Z |
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| isbn | 9781461239345 9780387969282 |
| issn | 0930-0325 |
| language | English |
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| record_format | marc |
| series2 | Lecture Notes in Statistics |
| spelling | Barndorff-Nielsen, Ole E. Verfasser aut Parametric Statistical Models and Likelihood by Ole E. Barndorff-Nielsen New York, NY Springer New York 1988 1 Online-Ressource (VII, 276p) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 50 0930-0325 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 Statistics Statistics, general Statistik Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Parametrisches Verfahren (DE-588)4205938-0 gnd rswk-swf Statistisches Modell (DE-588)4121722-6 gnd rswk-swf Statistische Schlussweise (DE-588)4182963-3 gnd rswk-swf Parametrisierung (DE-588)4402701-1 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Statistisches Modell (DE-588)4121722-6 s 1\p DE-604 Statistische Schlussweise (DE-588)4182963-3 s Parametrisches Verfahren (DE-588)4205938-0 s 2\p DE-604 Maximum-Likelihood-Schätzung (DE-588)4194624-8 s 3\p DE-604 Stochastisches Modell (DE-588)4057633-4 s 4\p DE-604 Parametrisierung (DE-588)4402701-1 s 5\p DE-604 Statistik (DE-588)4056995-0 s 6\p DE-604 Mathematisches Modell (DE-588)4114528-8 s 7\p DE-604 https://doi.org/10.1007/978-1-4612-3934-5 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 6\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 7\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Barndorff-Nielsen, Ole E. Parametric Statistical Models and Likelihood Statistics Statistics, general Statistik Stochastisches Modell (DE-588)4057633-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Parametrisches Verfahren (DE-588)4205938-0 gnd Statistisches Modell (DE-588)4121722-6 gnd Statistische Schlussweise (DE-588)4182963-3 gnd Parametrisierung (DE-588)4402701-1 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4057633-4 (DE-588)4114528-8 (DE-588)4194624-8 (DE-588)4064324-4 (DE-588)4205938-0 (DE-588)4121722-6 (DE-588)4182963-3 (DE-588)4402701-1 (DE-588)4056995-0 |
| title | Parametric Statistical Models and Likelihood |
| title_auth | Parametric Statistical Models and Likelihood |
| title_exact_search | Parametric Statistical Models and Likelihood |
| title_full | Parametric Statistical Models and Likelihood by Ole E. Barndorff-Nielsen |
| title_fullStr | Parametric Statistical Models and Likelihood by Ole E. Barndorff-Nielsen |
| title_full_unstemmed | Parametric Statistical Models and Likelihood by Ole E. Barndorff-Nielsen |
| title_short | Parametric Statistical Models and Likelihood |
| title_sort | parametric statistical models and likelihood |
| topic | Statistics Statistics, general Statistik Stochastisches Modell (DE-588)4057633-4 gnd Mathematisches Modell (DE-588)4114528-8 gnd Maximum-Likelihood-Schätzung (DE-588)4194624-8 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Parametrisches Verfahren (DE-588)4205938-0 gnd Statistisches Modell (DE-588)4121722-6 gnd Statistische Schlussweise (DE-588)4182963-3 gnd Parametrisierung (DE-588)4402701-1 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Statistics Statistics, general Statistik Stochastisches Modell Mathematisches Modell Maximum-Likelihood-Schätzung Wahrscheinlichkeitsrechnung Parametrisches Verfahren Statistisches Modell Statistische Schlussweise Parametrisierung |
| url | https://doi.org/10.1007/978-1-4612-3934-5 |
| work_keys_str_mv | AT barndorffnielsenolee parametricstatisticalmodelsandlikelihood |