Confidence, Likelihood, Probability

ISBN-13: 9780521861601 / Angielski / Twarda / 2016 / 511 str.

Tore Schweder; Nils Lid Hjort

Opis

This is the first book to develop a methodology of confidence distributions, with a lively mix of theory, illustrations, applications and exercises.

Recenzje

'I recommend this book very enthusiastically to any researcher interested in learning more about advanced likelihood theory, based on concepts like confidence distributions and fiducial distributions, and their links with other areas. The book explains in a very didactical way the concepts, their use, their interpretation, etc., illustrated by an impressive number of examples and data sets from a wide range of areas in statistics.' Ingrid Van Keilegom, Université Catholique de Louvain

Spis treści

1. Confidence, likelihood, probability: an invitation; 2. Interference in parametric models; 3. Confidence distributions; 4. Further developments for confidence distribution; 5. Invariance, sufficiency and optimality for confidence distributions; 6. The fiducial argument; 7. Improved approximations for confidence distributions; 8. Exponential families and generalised linear models; 9. Confidence distributions in higher dimensions; 10. Likelihoods and confidence likelihoods; 11. Confidence in non- and semiparametric models; 12. Predictions and confidence; 13. Meta-analysis and combination of information; 14. Applications; 15. Finale: summary, and a look into the future.