Empirical Likelihood - Art B. Owen
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One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies the method to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized li ... Täielik kirjeldus
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Kirjeldus
One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies the method to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Numerous examples from a variety of disciplines and detailed descriptions of algorithms-also posted on a companion Web site-illustrate the methods in practice.
Lisateave
| Autor | Art B. Owen |
|---|---|
| Kirjastaja | CRC Press |
| Väljalaskeaasta | 2001 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9781584880714 |