9781584880714-1584880716-Empirical Likelihood

Empirical Likelihood

ISBN-13: 9781584880714
ISBN-10: 1584880716
Edition: 1
Author: Owen, Art B.
Publication date: 2001
Publisher: Chapman and Hall/CRC
Format: Hardcover 320 pages
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Book details

ISBN-13: 9781584880714
ISBN-10: 1584880716
Edition: 1
Author: Owen, Art B.
Publication date: 2001
Publisher: Chapman and Hall/CRC
Format: Hardcover 320 pages

Summary

Acknowledged authors Owen, Art B. wrote Empirical Likelihood comprising 320 pages back in 2001. Textbook and eTextbook are published under ISBN 1584880716 and 9781584880714. Since then Empirical Likelihood textbook was available to sell back to BooksRun online for the top buyback price of $ 4.04 or rent at the marketplace.

Description

Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It also facilitates incorporating side information, and it simplifies accounting for censored, truncated, or biased sampling.

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 empirical likelihood 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. Abundant figures offer visual reinforcement of the concepts and techniques. Examples from a variety of disciplines and detailed descriptions of algorithms-also posted on a companion Web site at-illustrate the methods in practice. Exercises help readers to understand and apply the methods.

The method of empirical likelihood is now attracting serious attention from researchers in econometrics and biostatistics, as well as from statisticians. This book is your opportunity to explore its foundations, its advantages, and its application to a myriad of practical problems.

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