Parametric statistical models and likelihood
by Ole E. Barndorff-Nielsen
The book gives an account of the mathematical-statistical theory of the main classes of parametric statistical models, i.e. transformatioon models and exponential models, and of likelihood based inference. The emphasis is on recent developments - various new results are presented - and the mathematical techniques employed include parts of the theory of group actions and invariant measures, differential geometry, and asymptotic analysis. A knowledge of these techniques is not presupposed but will be helpful, as the exposition is partly quite succinct. A basic knowledge of classic parametric statistical inference is however assumed. Exactness results and high-order asymptotic results for important likelihood quantities, including maximum likelihood estimators, score vectors, (signed) likelihood ratios and (modified) profile likelihoods, are discussed. Concepts of ancillarity and sufficiency enter prominently.
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Parametric statistical models and likelihood
1988, Springer-Verlag
in English
0387969284 9780387969282
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Edition Notes
Bibliography: p. 262-267.
Includes index.
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