Empirical Likelihood

By Art B. Owen

Book Overview

One of the first books published on the subject, Empirical Likelihood offers an in-depth treatment of this method for constructing confidence regions and testing hypotheses. The author applies the method to a range of problems, from those as simple as setting a confidence region for a univariate mean under IID sampling, to problems defined through smooth functions of means, regression models, generalized linear models, estimating equations, or kernel smooths, and to sampling with non-identically distributed data. Numerous examples from a variety of disciplines and detailed descriptions of algorithms-also posted on a companion Web site-illustrate the methods in practice.

• Format: Hardcover
• Language: English
• ISBN: 1584880716
• ISBN13: 9781584880714
• Release Date: May 2001
• Publisher: CRC Press
• Length: 324 Pages
• Weight: 1.52 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"