Inference and asymptotics:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London [u.a.]
Chapman & Hall
1994
|
| Edition: | 1. ed. |
| Series: | Monographs on statistics and applied probability
52 |
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| Item Description: | Literaturverz. S. [332] - 349 |
| Physical Description: | X, 360 S. Illustrationen |
| ISBN: | 041249440X |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV009763445 | ||
| 003 | DE-604 | ||
| 005 | 20230724 | ||
| 007 | t| | ||
| 008 | 940817s1994 xx a||| |||| 00||| eng d | ||
| 020 | |a 041249440X |9 0-412-49440-X | ||
| 035 | |a (OCoLC)30401679 | ||
| 035 | |a (DE-599)BVBBV009763445 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-945 |a DE-824 |a DE-739 |a DE-19 |a DE-N2 |a DE-384 |a DE-91G |a DE-83 |a DE-11 |a DE-188 |a DE-706 | ||
| 050 | 0 | |a QA276 | |
| 082 | 0 | |a 519.5 |2 20 | |
| 084 | |a QH 230 |0 (DE-625)141545: |2 rvk | ||
| 084 | |a SK 830 |0 (DE-625)143259: |2 rvk | ||
| 084 | |a MAT 626f |2 stub | ||
| 084 | |a MAT 625f |2 stub | ||
| 100 | 1 | |a Barndorff-Nielsen, Ole E. |d 1935- |e Verfasser |0 (DE-588)123060915 |4 aut | |
| 245 | 1 | 0 | |a Inference and asymptotics |c O. E. Barndorff-Nielsen and D. R. Cox |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a London [u.a.] |b Chapman & Hall |c 1994 | |
| 300 | |a X, 360 S. |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Monographs on statistics and applied probability |v 52 | |
| 500 | |a Literaturverz. S. [332] - 349 | ||
| 650 | 7 | |a Non-parametrische statistiek |2 gtt | |
| 650 | 7 | |a Statistique mathématique - Théorie asymptotique |2 ram | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Mathematical statistics |x Asymptotic theory | |
| 650 | 4 | |a Models, Statistical | |
| 650 | 4 | |a Statistics | |
| 650 | 0 | 7 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistische Schlussweise |0 (DE-588)4182963-3 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Statistische Schlussweise |0 (DE-588)4182963-3 |D s |
| 689 | 1 | 1 | |a Asymptotische Statistik |0 (DE-588)4203167-9 |D s |
| 689 | 1 | |5 DE-188 | |
| 700 | 1 | |a Cox, David R. |d 1924-2022 |e Verfasser |0 (DE-588)119013169 |4 aut | |
| 830 | 0 | |a Monographs on statistics and applied probability |v 52 |w (DE-604)BV002494005 |9 52 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-006458494 | |
Record in the Search Index
| DE-BY-TUM_call_number | 0102 MAT 625f 2001 A 6788 |
|---|---|
| DE-BY-TUM_katkey | 813748 |
| DE-BY-TUM_location | 01 |
| DE-BY-TUM_media_number | 040020479676 |
| _version_ | 1821931018831003648 |
| adam_text | Contents
Preface ix
1 Preliminaries 1
1.1 Introduction 1
1.2 Normal theory linear model 3
1.3 Exponential models 4
1.4 Transformation models 8
1.5 Invariance 10
Further results and exercises 11
Bibliographic notes 13
2 Some general concepts 14
2.1 Introduction 14
2.2 Likelihood 14
2.3 Sufficiency 28
2.4 Conditioning and some general concepts 32
2.5 Ancillarity 36
2.6 Examination of model adequacy 45
2.7 Parameter orthogonality 49
2.8 Review of transformation models 52
2.9 Review of prime exponential models 61
2.10 Review of curved exponential models 65
Further results and exercises 72
Bibliographic notes 78
3 First-order theory 80
3.1 Introduction 80
3.2 Main statistics: no nuisance parameters 80
3.3 Distribution theory: no nuisance parameters 85
3.4 Profile likelihood 89
3.5 Further statistics: nuisance parameter case 91
vi CONTENTS
3.6 Effects of parameter orthogonality 98
3.7 Distribution theory: nuisance parameter case 100
3.8 Non-standard cases 106
Further results and exercises 111
Bibliographic notes 117
4 Higher-order theory: preliminaries and motivations 119
4.1 Introduction 119
4.2 Choice between different statistics: qualitative
considerations 119
4.3 The reasons for modifying simple likelihood-based
methods 123
4.4 Higher-order theory: the key questions 131
Further results and exercises 139
Bibliographic notes 141
5 Some tools of higher-order theory 143
5.1 Introduction 143
5.2 Log-likelihood derivatives and mixed log model
derivatives 145
5.3 Expansion of likelihood quantities:
expected/observed case 148
5.4 Expansion of likelihood quantities: observed case 155
5.5 Translation between observed and expected
expressions 157
5.6 Yokes and invariant calculations 161
5.7 Appendix: Differentiation of matrix quantities 168
Further results and exercises 169
Bibliographic notes 170
6 Higher-order theory: likelihood combinants 172
6.1 Introduction 172
6.2 The p*-formula 173
6.3 The score and the profile score 179
6.4 The maximum likelihood estimator revisited 184
6.5 The likelihood ratio 188
6.6 The directed likelihood 201
6.7 Approximate interval probabilities 211
Further results and exercises 217
Bibliographic notes 222
CONTENTS vii
7 Higher-order theory: some further results and tools 225
7.1 Introduction 225
7.2 Approximate sufficiency and ancillarity 225
7.3 Jacobians of conditionality structures 236
7.4 Derivation of p+ and p* for curved exponential
models 238
7.5 The effect of sampling rules 240
7.6 Independence of second order 251
Further results and exercises 255
Bibliographic notes 259
8 Various notions of pseudo-likelihood and higher-order
theory 261
8.1 Introduction 261
8.2 Modified profile likelihood 263
8.3 Stable adjustments of profile likelihood 269
8.4 Stable adjustments of directed likelihood 274
8.5 Large number of nuisance parameters 282
8.6 Further definitions of pseudo-likelihood 289
Further results and exercises 294
Bibliographic notes 296
9 Further aspects 298
9.1 Pivots 298
9.2 Estimating equations and quasi-likelihood 301
9.3 Stochastic processes and time series 306
9.4 Prediction 314
9.5 Asymptotic randomization theory 320
Further results and exercises 327
Bibliographic notes 330
References 332
Author index 351
Subject index 354
Contents
Preface ix
1 Preliminaries 1
1.1 Introduction 1
1.2 Normal theory linear model 3
1.3 Exponential models 4
1.4 Transformation models 8
1.5 Invariance 10
Further results and exercises 11
Bibliographic notes 13
2 Some general concepts 14
2.1 Introduction 14
2.2 Likelihood 14
2.3 Sufficiency 28
2.4 Conditioning and some general concepts 32
2.5 Ancillarity 36
2.6 Examination of model adequacy 45
2.7 Parameter orthogonality 49
2.8 Review of transformation models 52
2.9 Review of prime exponential models 61
2.10 Review of curved exponential models 65
Further results and exercises 72
Bibliographic notes 78
3 First order theory 80
3.1 Introduction 80
3.2 Main statistics: no nuisance parameters 80
3.3 Distribution theory: no nuisance parameters 85
3.4 Profile likelihood 89
3.5 Further statistics: nuisance parameter case 91
vi CONTENTS
3.6 Effects of parameter orthogonality 98
3.7 Distribution theory: nuisance parameter case 100
3.8 Non standard cases 106
Further results and exercises 111
Bibliographic notes 117
4 Higher order theory: preliminaries and motivations 119
4.1 Introduction 119
4.2 Choice between different statistics: qualitative
considerations 119
4.3 The reasons for modifying simple likelihood based
methods 123
4.4 Higher order theory: the key questions 131
Further results and exercises 139
Bibliographic notes 141
5 Some tools of higher order theory 143
5.1 Introduction 143
5.2 Log likelihood derivatives and mixed log model
derivatives 145
5.3 Expansion of likelihood quantities:
expected/observed case 148
5.4 Expansion of likelihood quantities: observed case 155
5.5 Translation between observed and expected
expressions 157
5.6 Yokes and invariant calculations 161
5.7 Appendix: Differentiation of matrix quantities 168
Further results and exercises 169
Bibliographic notes 170
6 Higher order theory: likelihood combinants 172
6.1 Introduction 172
6.2 The p* formula 173
6.3 The score and the profile score 179
6.4 The maximum likelihood estimator revisited 184
6.5 The likelihood ratio 188
6.6 The directed likelihood 201
6.7 Approximate interval probabilities 211
Further results and exercises 217
Bibliographic notes 222
CONTENTS vii
7 Higher order theory: some further results and tools 225
7.1 Introduction 225
7.2 Approximate sufficiency and ancillarity 225
7.3 Jacobians of conditionality structures 236
7.4 Derivation of p+ and p* for curved exponential
models 238
7.5 The effect of sampling rules 240
7.6 Independence of second order 251
Further results and exercises 255
Bibliographic notes 259
8 Various notions of pseudo likelihood and higher order
theory 261
8.1 Introduction 261
8.2 Modified profile likelihood 263
8.3 Stable adjustments of profile likelihood 269
8.4 Stable adjustments of directed likelihood 274
8.5 Large number of nuisance parameters 282
8.6 Further definitions of pseudo likelihood 289
Further results and exercises 294
Bibliographic notes 296
9 Further aspects 298
9.1 Pivots 298
9.2 Estimating equations and quasi likelihood 301
9.3 Stochastic processes and time series 306
9.4 Prediction 314
9.5 Asymptotic randomization theory 320
Further results and exercises 327
Bibliographic notes 330
References 332
Author index 351
Subject index 354
|
| any_adam_object | 1 |
| author | Barndorff-Nielsen, Ole E. 1935- Cox, David R. 1924-2022 |
| author_GND | (DE-588)123060915 (DE-588)119013169 |
| author_facet | Barndorff-Nielsen, Ole E. 1935- Cox, David R. 1924-2022 |
| author_role | aut aut |
| author_sort | Barndorff-Nielsen, Ole E. 1935- |
| author_variant | o e b n oeb oebn d r c dr drc |
| building | Verbundindex |
| bvnumber | BV009763445 |
| callnumber-first | Q - Science |
| callnumber-label | QA276 |
| callnumber-raw | QA276 |
| callnumber-search | QA276 |
| callnumber-sort | QA 3276 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 230 SK 830 |
| classification_tum | MAT 626f MAT 625f |
| ctrlnum | (OCoLC)30401679 (DE-599)BVBBV009763445 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02488nam a2200565 cb4500</leader><controlfield tag="001">BV009763445</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20230724 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">940817s1994 xx a||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">041249440X</subfield><subfield code="9">0-412-49440-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)30401679</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV009763445</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-N2</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">QA276</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5</subfield><subfield code="2">20</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 230</subfield><subfield code="0">(DE-625)141545:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 830</subfield><subfield code="0">(DE-625)143259:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 626f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 625f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Barndorff-Nielsen, Ole E.</subfield><subfield code="d">1935-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)123060915</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Inference and asymptotics</subfield><subfield code="c">O. E. Barndorff-Nielsen and D. R. Cox</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">1. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London [u.a.]</subfield><subfield code="b">Chapman & Hall</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">X, 360 S.</subfield><subfield code="b">Illustrationen</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Monographs on statistics and applied probability</subfield><subfield code="v">52</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. [332] - 349</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Non-parametrische statistiek</subfield><subfield code="2">gtt</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Statistique mathématique - Théorie asymptotique</subfield><subfield code="2">ram</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical statistics</subfield><subfield code="x">Asymptotic theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Models, Statistical</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Statistische Schlussweise</subfield><subfield code="0">(DE-588)4182963-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Statistische Schlussweise</subfield><subfield code="0">(DE-588)4182963-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Asymptotische Statistik</subfield><subfield code="0">(DE-588)4203167-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-188</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Cox, David R.</subfield><subfield code="d">1924-2022</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)119013169</subfield><subfield code="4">aut</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Monographs on statistics and applied probability</subfield><subfield code="v">52</subfield><subfield code="w">(DE-604)BV002494005</subfield><subfield code="9">52</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006458494</subfield></datafield></record></collection> |
| id | DE-604.BV009763445 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T09:41:49Z |
| institution | BVB |
| isbn | 041249440X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006458494 |
| oclc_num | 30401679 |
| open_access_boolean | |
| owner | DE-945 DE-824 DE-739 DE-19 DE-BY-UBM DE-N2 DE-384 DE-91G DE-BY-TUM DE-83 DE-11 DE-188 DE-706 |
| owner_facet | DE-945 DE-824 DE-739 DE-19 DE-BY-UBM DE-N2 DE-384 DE-91G DE-BY-TUM DE-83 DE-11 DE-188 DE-706 |
| physical | X, 360 S. Illustrationen |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Chapman & Hall |
| record_format | marc |
| series | Monographs on statistics and applied probability |
| series2 | Monographs on statistics and applied probability |
| spellingShingle | Barndorff-Nielsen, Ole E. 1935- Cox, David R. 1924-2022 Inference and asymptotics Monographs on statistics and applied probability Non-parametrische statistiek gtt Statistique mathématique - Théorie asymptotique ram Statistik Mathematical statistics Asymptotic theory Models, Statistical Statistics Asymptotische Statistik (DE-588)4203167-9 gnd Statistische Schlussweise (DE-588)4182963-3 gnd |
| subject_GND | (DE-588)4203167-9 (DE-588)4182963-3 |
| title | Inference and asymptotics |
| title_auth | Inference and asymptotics |
| title_exact_search | Inference and asymptotics |
| title_full | Inference and asymptotics O. E. Barndorff-Nielsen and D. R. Cox |
| title_fullStr | Inference and asymptotics O. E. Barndorff-Nielsen and D. R. Cox |
| title_full_unstemmed | Inference and asymptotics O. E. Barndorff-Nielsen and D. R. Cox |
| title_short | Inference and asymptotics |
| title_sort | inference and asymptotics |
| topic | Non-parametrische statistiek gtt Statistique mathématique - Théorie asymptotique ram Statistik Mathematical statistics Asymptotic theory Models, Statistical Statistics Asymptotische Statistik (DE-588)4203167-9 gnd Statistische Schlussweise (DE-588)4182963-3 gnd |
| topic_facet | Non-parametrische statistiek Statistique mathématique - Théorie asymptotique Statistik Mathematical statistics Asymptotic theory Models, Statistical Statistics Asymptotische Statistik Statistische Schlussweise |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006458494&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV002494005 |
| work_keys_str_mv | AT barndorffnielsenolee inferenceandasymptotics AT coxdavidr inferenceandasymptotics |
Table of Contents
Order paper/chapter scan
Order paper/chapter scan
Branch Library Mathematics & Informatics
| Call Number: |
0102 MAT 625f 2001 A 6788
Floor plan |
|---|---|
| Copy 1 | Available for loan On Shelf |