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Parametric Statistical Models and Likelihood

  • Ole E. Barndorff-Nielsen

Part of the Lecture Notes in Statistics book series (LNS, volume 50)

Table of contents

  1. Front Matter
    Pages I-VII
  2. Ole E. Barndorff-Nielsen
    Pages 1-3
  3. Ole E. Barndorff-Nielsen
    Pages 4-48
  4. Ole E. Barndorff-Nielsen
    Pages 49-102
  5. Ole E. Barndorff-Nielsen
    Pages 103-151
  6. Ole E. Barndorff-Nielsen
    Pages 152-172
  7. Ole E. Barndorff-Nielsen
    Pages 173-187
  8. Ole E. Barndorff-Nielsen
    Pages 188-212
  9. Ole E. Barndorff-Nielsen
    Pages 213-249
  10. Back Matter
    Pages 250-276

About this book

Introduction

This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements of these Summer Schools which form a very significant forum for the exchange of scientific ideas relating to probability. The efficient, careful and patient preparation of the typescript by Oddbj~rg Wethelund is also gratefully acknowledged. Aarhus, June 1988 O. E. Barndorff-Nielsen Parametric statistical Models and Likelihood O. E. Barndorff-Nielsen o. Introduction 0. 1. Outline of contents 1 0. 2. A few preliminaries 2 1. Likelihood and auxiliary statistics 1. 1. Likelihood 4 1. 2. Moments and cumulants of log likelihood derivatives 10 1. 3. Parametrization invariance 13 1. 4. Marginal and conditional likelihood 15 * 1. 5. Combinants, auxiliaries, and the p -model 19 1. 6. Orthogonal parameters 27 1. 7. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1. 8. Ancillarity and conditionality 33 41 1. 9. Partial sufficiency and partial ancillarity 1. 10.

Keywords

Estimator Likelihood Mathematica Variance statistical inference statistical theory statistics

Authors and affiliations

  • Ole E. Barndorff-Nielsen
    • 1
  1. 1.Department of Theoretical StatisticsInstitute of Mathematics, Aarhus UniversityAarhusDenmark

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-3934-5
  • Copyright Information Springer-Verlag New York 1988
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-96928-2
  • Online ISBN 978-1-4612-3934-5
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site
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