Likelihood and its Extensions (Chapman & Hall/crc Monographs on Statistics and Applied Probability)

Reid, Nancy/ Varin, Cristiano/ Yi, Grace Y.

Chapman & Hall/CRC（2026/08発売）

• 製本 Hardcover:ハードカバー版／ページ数 400 p.
• 言語 ENG
• 商品コード 9781498719742

Full Description

Significant new challenges to the use of likelihood-based methods for inference have helped to generate considerable interest in alternative inference methods that are not based on a full likelihood specification. This book provides a comprehensive survey of likelihood methods in statistics, with an emphasis on developments to inference functions for use in complex data. These inference functions are usually motivated by considerations related to likelihood-type arguments and have a variety of names, including composite likelihood, quasi-likelihood and pseudo-likelihood.

Contents

Introduction to Likelihood. Profile Likelihood. Marginal and Conditional Likelihood. Likelihood inference and model misspeciation. Likelihood Inference for some complex models. Quasi-likelihood and Estimating Equations. Composite Likelihood. Semi-parametric and Partial Likelihood. Empirical Likelihood. Penalized Likelihood and Semi-parametric Models. Local Likelihood and Nonparametric Smoothing. Special Topics. Computation.