Maximum Likelihood Estimation and Inference

Maximum Likelihood Estimation and Inference
Author :
Publisher : John Wiley & Sons
Total Pages : 286
Release :
ISBN-10 : 9781119977711
ISBN-13 : 1119977711
Rating : 4/5 (711 Downloads)

Book Synopsis Maximum Likelihood Estimation and Inference by : Russell B. Millar

Download or read book Maximum Likelihood Estimation and Inference written by Russell B. Millar and published by John Wiley & Sons. This book was released on 2011-07-26 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodology, including general latent variable models and new material for the practical implementation of integrated likelihood using the free ADMB software. Fundamental issues of statistical inference are also examined, with a presentation of some of the philosophical debates underlying the choice of statistical paradigm. Key features: Provides an accessible introduction to pragmatic maximum likelihood modelling. Covers more advanced topics, including general forms of latent variable models (including non-linear and non-normal mixed-effects and state-space models) and the use of maximum likelihood variants, such as estimating equations, conditional likelihood, restricted likelihood and integrated likelihood. Adopts a practical approach, with a focus on providing the relevant tools required by researchers and practitioners who collect and analyze real data. Presents numerous examples and case studies across a wide range of applications including medicine, biology and ecology. Features applications from a range of disciplines, with implementation in R, SAS and/or ADMB. Provides all program code and software extensions on a supporting website. Confines supporting theory to the final chapters to maintain a readable and pragmatic focus of the preceding chapters. This book is not just an accessible and practical text about maximum likelihood, it is a comprehensive guide to modern maximum likelihood estimation and inference. It will be of interest to readers of all levels, from novice to expert. It will be of great benefit to researchers, and to students of statistics from senior undergraduate to graduate level. For use as a course text, exercises are provided at the end of each chapter.


Maximum Likelihood Estimation and Inference Related Books

Maximum Likelihood Estimation and Inference
Language: en
Pages: 286
Authors: Russell B. Millar
Categories: Mathematics
Type: BOOK - Published: 2011-07-26 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuit
Maximum Likelihood Estimation
Language: en
Pages: 100
Authors: Scott R. Eliason
Categories: Mathematics
Type: BOOK - Published: 1993 - Publisher: SAGE

DOWNLOAD EBOOK

This is a short introduction to Maximum Likelihood (ML) Estimation. It provides a general modeling framework that utilizes the tools of ML methods to outline a
Maximum Likelihood Estimation with Stata, Fourth Edition
Language: en
Pages: 352
Authors: William Gould
Categories: Mathematics
Type: BOOK - Published: 2010-10-27 - Publisher: Stata Press

DOWNLOAD EBOOK

Maximum Likelihood Estimation with Stata, Fourth Edition is written for researchers in all disciplines who need to compute maximum likelihood estimators that ar
Maximum Likelihood Estimation for Sample Surveys
Language: en
Pages: 393
Authors: Raymond L. Chambers
Categories: Mathematics
Type: BOOK - Published: 2012-05-02 - Publisher: CRC Press

DOWNLOAD EBOOK

Sample surveys provide data used by researchers in a large range of disciplines to analyze important relationships using well-established and widely used likeli
Information Bounds and Nonparametric Maximum Likelihood Estimation
Language: en
Pages: 140
Authors: P. Groeneboom
Categories: Mathematics
Type: BOOK - Published: 1992-07-31 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of