In All Likelihood : Statistical Modelling and Inference Using Likelihood
This book introduces likelihood as an unifying concept in statistical modelling and inference. The complete range of concepts and applications are covered, from very simple to very complex studies. The approach is largely informal, relying on realistic examples, and presents the main results using heuristic rather than formal mathematical arguments.
XIII, 528 p. : gráf. ; 24 cm.
9780198507659, 0198507658
639004686
1. Introduction ; 2. Elements of likelihood inference ; 3. More properties of the likelihood ; 4. Basic models and simple applications ; 5. Frequentist properties ; 6. Modelling relationships: regression models ; 7. Evidence and the likelihood principle ; 8. Score function and Fisher information ; 9. Large Sample Results ; 10. Dealing with nuisance parameters ; 11. Complex data structure ; 12. EM Algorithm ; 13. Robustness of likelihood specification ; 14. Estimating equation and quasi-likelihood ; 15. Empirical likelihood ; 16. Likelihood of random parameters ; 17. Random and mixed effects models ; 18. Nonparametric smoothing