Exponential families in theory and practice:

During the past half-century, exponential families have attained a position at the center of parametric statistical inference. Theoretical advances have been matched, and more than matched, in the world of applications, where logistic regression by itself has become the go-to methodology in medical...

Full description

Saved in:
Bibliographic Details
Main Author: Efron, Bradley 1938- (Author)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 2023
Series:Institute of Mathematical Statistics textbooks 16
Subjects:
Online Access:BSB01
BTU01
FHN01
TUM01
UBG01
Volltext
Summary:During the past half-century, exponential families have attained a position at the center of parametric statistical inference. Theoretical advances have been matched, and more than matched, in the world of applications, where logistic regression by itself has become the go-to methodology in medical statistics, computer-based prediction algorithms, and the social sciences. This book is based on a one-semester graduate course for first year Ph.D. and advanced master's students. After presenting the basic structure of univariate and multivariate exponential families, their application to generalized linear models including logistic and Poisson regression is described in detail, emphasizing geometrical ideas, computational practice, and the analogy with ordinary linear regression. Connections are made with a variety of current statistical methodologies: missing data, survival analysis and proportional hazards, false discovery rates, bootstrapping, and empirical Bayes analysis. The book connects exponential family theory with its applications in a way that doesn't require advanced mathematical preparation
Physical Description:1 Online-Ressource (xii, 250 Seiten)
ISBN:9781108773157
DOI:10.1017/9781108773157

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Get full text