Introduction to likelihood-based estimation and inference af Heino Bohn Nielsen (Bog)

164,00 kr.

Forfatter: Heino Bohn Nielsen
Sprog: Engelsk
Antal sider: 208
Forlag: Hans Reitzel
Udgivelsesår: 2025
Titel: Introduction to likelihood-based estimation and inference
Udgave: 3. udgave

Sammendrag: Introduktion til likelihood-baseret estimering og statistisk inferens. Bogen præsenterer gennem eksempler den teoretiske ramme for likelihood-funktionen, estimation af parametre, egenskaber ved estimatore og teststatistikker, modelkontrol og misspecification testing. Indeholder modeller for Bernoulli-data, Poisson-tælledata og lineær regression som særligt tilfælde af en Gaussisk model, samt introduktion til numerisk optimering af likelihood-funktionen til opbygning og analyse af mere komplekse statistiske og økonometriske modeller.
Type: Paperback
Faglitterær lærebog på engelsk om statistisk modellering baseret på likelihood-metoden. Bogen giver en selvstændig introduktion til likelihood-funktionen og dens anvendelse til estimering og inferens. Med udgangspunkt i gennemarbejdede eksempler gennemgår den principper for estimering af parametre via likelihood, sandsynlighedsteori til at karakterisere stokastiske egenskaber ved estimatore og teststatistikker samt ideer til modelkontrol og misspecification testing. Der behandles modeller for bl.a. Bernoulli-forsøg, Poisson-tælledata og lineær regressionsanalyse som specialtilfælde af en Gaussisk model. Bogen introducerer også numerisk optimering af likelihood-funktionen og giver værktøjer til at opstille og analysere mere komplekse og empirisk relevante modeller. Velegnet som lærebog i økonometriske og statistiske fag på universitetsniveau.
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Heino Bohn Nielsen
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