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Non-Standard Parametric Statistical Inference
Russell C. H. Cheng
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Description for Non-Standard Parametric Statistical Inference
Hardback. This research monograph gives a unified view of non-standard estimation problems. It provides an overall mathematical framework, but also draws together and studies in detail a large number of practical problems, previously only treated separately, offering solution methods and numerical procedures for each. Num Pages: 432 pages. BIC Classification: PBT; PBWH. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156. .
This book discusses the fitting of parametric statistical models to data samples. Emphasis is placed on: (i) how to recognize situations where the problem is non-standard when parameter estimates behave unusually, and (ii) the use of parametric bootstrap resampling methods in analyzing such problems. A frequentist likelihood-based viewpoint is adopted, for which there is a well-established and very practical theory. The standard situation is where certain widely applicable regularity conditions hold. However, there are many apparently innocuous situations where standard theory breaks down, sometimes spectacularly. Most of the departures from regularity are described geometrically, with only sufficient mathematical detail ... Read more
This book discusses the fitting of parametric statistical models to data samples. Emphasis is placed on: (i) how to recognize situations where the problem is non-standard when parameter estimates behave unusually, and (ii) the use of parametric bootstrap resampling methods in analyzing such problems. A frequentist likelihood-based viewpoint is adopted, for which there is a well-established and very practical theory. The standard situation is where certain widely applicable regularity conditions hold. However, there are many apparently innocuous situations where standard theory breaks down, sometimes spectacularly. Most of the departures from regularity are described geometrically, with only sufficient mathematical detail ... Read more
Product Details
Publisher
Oxford University Press
Format
Hardback
Publication date
2017
Condition
New
Weight
28g
Number of Pages
430
Place of Publication
Oxford, United Kingdom
ISBN
9780198505044
SKU
V9780198505044
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-14
About Russell C. H. Cheng
Russell Cheng is Emeritus Professor of Operational Research at the University of Southampton. He has an M.A. and a Diploma in Mathematical Statistics from Cambridge University, and obtained his Ph.D. from Bath University. He is a former Chairman of the U.K. Simulation Society, a former Fellow of the Royal Statistical Society, and Fellow of the Institute of Mathematics and Its ... Read more
Reviews for Non-Standard Parametric Statistical Inference
This book will be of interest for practitioners, and might be used as an advanced undergraduate or introductory graduate textbook for a course in applied statistics and/or econometrics.
Gilles Teyssiere, MathSciNet
Gilles Teyssiere, MathSciNet