Download or read book Statistical Inference Based on Characteristic Functions for Intractable Likelihood Problems written by Fan Yang and published by . This book was released on 2018 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Inference Based on the Likelihood written by Adelchi Azzalini and published by . This book was released on 1996 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book In All Likelihood written by Yudi Pawitan and published by Oxford University Press. This book was released on 2001-06-21 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text concentrates on what can be achieved using the likelihood/Fisherian methods of taking into account uncertainty when studying a statistical problem. It takes the concept of the likelihood as the best method for unifying the demands of statistical modeling and theory of inference. Every likelihood concept is illustrated with realistic examples ranging from a simple comparison of two accident rates to complex studies that require generalized linear or semiparametric modeling. The emphasis is on likelihood not as just a device used to produce an estimate, but as an important tool for modeling.

Download or read book Lectures in the Theory of Statistical Inference written by Michael Capobianco and published by . This book was released on 1972 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Logical Foundations of Statistical Interference written by Henry Ely Kyburg and published by Springer Science & Business Media. This book was released on 1974-07-31 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: When his uncle, Michael, dies of AIDS, Joel's dreams and thoughts of Michael keep his memory alive.

Download or read book Introduction to Statistical Inference written by Harold Adolph Freeman and published by . This book was released on 1963 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Philosophical Problems of Statistical Inference written by T. Seidenfeld and published by Springer Science & Business Media. This book was released on 1979-08-31 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability and inverse inference; Neyman-Pearson theory; Fisherian significance testing; The fiducial argument: one parameter; The fiducial argument: several parameters; Ian hacking's theory; Henry Kyburg's theory; Relevance and experimental design.

Download or read book The Likelihood Principle written by James O. Berger and published by IMS. This book was released on 1988 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Estimability and Likelihood Inference for General Hierarchical Models Using Data Cloning written by Khurram Nadeem and published by . This book was released on 2013 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hierarchical models constitute one of the most useful classes of statistical models with applications in a broad range of disciplines including, among others, social sciences, epidemiology and environmental sciences. The widely used linear mixed effects models, their extension to generalized linear mixed models (GLMMs), and state-space models all arise as special cases of general hierarchical models. These models provide a powerful framework for modeling the effects of latent processes, called random effects, whose variability is only manifested through the observed data. However, maximum likelihood estimation for these models poses significant challenges because the likelihood function involves intractable integrals whose dimension depends on the random effects structure. In this thesis, we use data cloning; a simple computational method that exploits advances in Bayesian computation, in particular the Markov Chain Monte Carlo (MCMC) method, to obtain maximum likelihood estimators of the parameters along with their asymptotic standard errors in general hierarchical models. We also suggest a frequentist method to obtain prediction intervals for random effects. Determining estimability of the parameters in a hierarchical model is a very difficult problem in general. This thesis also develops a simple data cloning based graphical test to not only check if the full set of parameters is estimable but also, and more importantly, if a specified function of the parameters is estimable. We exemplify our methodology by analyzing various GLMMs and state-space models. Using a focal population time series of song sparrow (Melospiza melodia) on Mandarte Island, British Columbia, Canada, we show that data cloning can be efficiently employed to fit nonlinear non-Gaussian state-space models for conducting population viability analyses in the presence of observation error and missing values. The quality of MCMC based Bayesian inference, and for that matter, that of data cloning based estimates, is crucially dependent on appropriate diagnosis of MCMC chains' convergence. This thesis also develops a diagnostic method for convergence of MCMC algorithms using a new empirical characteristic function (ECF) based nonparametric test for comparing k-multivariate distributions. We show that the ECF based convergence diagnostic is particularly useful in cases where the target distribution is multimodal.

Download or read book Inferential Models written by Ryan Martin and published by CRC Press. This book was released on 2015-09-25 with total page 274 pages. Available in PDF, EPUB and Kindle. Book excerpt: A New Approach to Sound Statistical ReasoningInferential Models: Reasoning with Uncertainty introduces the authors' recently developed approach to inference: the inferential model (IM) framework. This logical framework for exact probabilistic inference does not require the user to input prior information. The authors show how an IM produces meaning

Download or read book Tools for Statistical Inference written by Martin A Tanner and published by . This book was released on 1994-07-01 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Theory of Statistical Inference written by Samuel Stanley Wilks and published by . This book was released on 1937 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Inference written by and published by Krishna Prakashan Media. This book was released on with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introductory Statistical Inference with the Likelihood Function written by Charles A. Rohde and published by . This book was released on 2014-11-30 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Inference Using Maximum Likelihood Estimation and the Generalized Likelihood Ratio Under Nonstandard Conditions written by Ziding Feng and published by . This book was released on 1990 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Characteristic Function Based Inference Methods written by Tigran Atoyan and published by . This book was released on 2011 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: We present a method of performing parameter inference when we have an i.i.d. sample drawn from a parametric distribution with a known characteristic function but with densities or probability mass functions not known in closed form. The context we focus on is in making inference on regularly sampled Lévy processes of a known parametric form, as is often encountered in financial time series modeling. The method uses the empirical characteristic function, obtained from the sample, to find the parameter values which will minimize a specific distance function. We provide proofs of strong consistency and asymptotic normality of the obtained estimates. We also study the link between asymptotic efficiency and the choice of the distance function we choose to minimize, and we show that there are characteristic function based estimators with an asymptotic efficiency arbitrarily close to 1. We then propose an EM algorithm for making inference on Brownian motions evaluated ...

Download or read book Statistical Inference with Simulated Likelihood Functions written by Lung-fei Lee and published by . This book was released on 1995 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: