Statistical Models

Erscheinungsjahr 2008
ISBN: 978-0-521-73449-3
Verlag: Cambridge University Press

Buch, Englisch, Band 11, 738 Seiten, Format (B × H): 178 mm x 254 mm, Gewicht: 1362 g

Reihe: Cambridge Series in Statistical and Probabilistic Mathematics

Models and likelihood are the backbone of modern statistics. This book gives an integrated development of these topics that blends theory and practice, intended for advanced undergraduate and graduate students, researchers and practitioners. Its breadth is unrivaled, with sections on survival analysis, missing data, Markov chains, Markov random fields, point processes, graphical models, simulation and Markov chain Monte Carlo, estimating functions, asymptotic approximations, local likelihood and spline regressions as well as on more standard topics such as likelihood and linear and generalized linear models. Each chapter contains a wide range of problems and exercises. Practicals in the S language designed to build computing and data analysis skills, and a library of data sets to accompany the book, are available over the Web.

Autoren/Hrsg.

Davison, A. C.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

1. Introduction
2. Variation
3. Uncertainty
4. Likelihood
5. Models
6. Stochastic models
7. Estimation and hypothesis testing
8. Linear regression models
9. Designed experiments
10. Nonlinear regression models
11. Bayesian models
12. Conditional and marginal inference.