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Empirical Likelihood

โœ Scribed by Owen A. B.

Year
2001
Tongue
English
Leaves
324
Edition
1st edition
Category
Library
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โœฆ Synopsis

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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