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

Empirical Likelihood

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.

Country	USA
Author	Art B. Owen
Binding	Hardcover
Brand	Brand: Chapman and Hall/CRC
EAN	9781584880714
Edition	1
Feature	Used Book in Good Condition
ISBN	1584880716
IsEligibleForTradeIn	1
Label	Chapman and Hall/CRC
Manufacturer	Chapman and Hall/CRC
NumberOfItems	1
NumberOfPages	320
PublicationDate	2001-05-18
Publisher	Chapman and Hall/CRC
Studio	Chapman and Hall/CRC
ReleaseDate	0000-00-00

Empirical Likelihood

You might also like...