ENGLISH

Empirical Likelihood

By Owen A. B.

Book information

Year
2001
Language
english
Format
RAR
Filesize
3 MB (3064662 bytes)
Volume
Volume 92
Edition
1st edition
Pages
324\0
Library
mexmat
Time added
2009-07-20 03:45:11

Description

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.

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