Fundamentals of mathematical statistics:

Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Preface -- List of Figures -- List of Tables -- 1. Statistical Models -- 1.1. Models and parametrizations -- 1.1.1. Examples of statistical models -- 1.1.2. Reparametrization -- 1.1.3. Parameter functions -- 1.1.4. Nui...

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1. Verfasser: Lauritzen, Steffen L. 1947- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Boca Raton ; London ; New York CRC Press 2023
Schriftenreihe:Chapman and Hall/CRC Texts in statistical science series
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Zusammenfassung:Cover -- Half Title -- Series Page -- Title Page -- Copyright Page -- Contents -- Preface -- List of Figures -- List of Tables -- 1. Statistical Models -- 1.1. Models and parametrizations -- 1.1.1. Examples of statistical models -- 1.1.2. Reparametrization -- 1.1.3. Parameter functions -- 1.1.4. Nuisance parameters and parameters of interest -- 1.2. Likelihood, score, and information -- 1.2.1. The likelihood function -- 1.2.1.1. Formal definition -- 1.2.1.2. Equivariance of the likelihood function -- 1.2.1.3. Likelihood as a random variable -- 1.2.2. Score and information -- 1.2.3. Reparametrization and repetition -- 1.3. Exercises -- 2. Linear Normal Models -- 2.1. The multivariate normal distribution -- 2.2. The normal distribution on a vector space -- 2.2.1. Random vectors in V -- 2.2.2. Projections with respect to the concentration -- 2.2.3. Derived distributions -- 2.3. The linear normal model -- 2.3.1. Basic structure -- 2.3.2. Likelihood, score, and information -- 2.4. Exercises -- 3. Exponential Families -- 3.1. Regular exponential families -- 3.2. Examples of exponential families -- 3.3. Properties of exponential families -- 3.4. Constructing exponential families -- 3.4.1. Product families -- 3.4.2. Repeated observations -- 3.4.3. Transformations -- 3.4.4. Affine subfamilies -- 3.5. Moments, score, and information -- 3.6. Curved exponential families -- 3.7. Exercises -- 4. Estimation -- 4.1. General concepts and exact properties -- 4.2. Various estimation methods -- 4.2.1. The method of least absolute deviations -- 4.2.2. The method of least squares -- 4.2.3. M-estimators -- 4.2.4. The method of moments -- 4.3. The method of maximum likelihood -- 4.3.1. General considerations -- 4.3.2. Maximum likelihood in regular exponential families -- 4.4. Exercises -- 5. Asymptotic Theory -- 5.1. Asymptotic consistency and normality.
Beschreibung:1 Online-Ressource (xiii, 244 Seiten)
ISBN:9781000831962
9781003272359
DOI:10.1201/9781003272359

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