Synopses & Reviews
First practical treatment of small-sample asymptotics, enabling practitioners to apply new methods with confidence.
Synopsis
New likelihood-based methods now allow very accurate approximations in finite samples and this book illustrates with realistic examples and case studies how to use the new theory. The treatment is oriented towards practice and is accompanied by code in the R language, enabling practitioners to apply the methods with ease.
About the Author
Alessandra Brazzale is a Researcher in Statistics at the Institute of Biomedical Engineering, Italian National Research Council, Padova.Anthony Davison is a Professor of Statistics at the Ecole Polytechnique Fédérale de Lausanne.Nancy Reid is a University Professor of Statistics at the University of Toronto.
Table of Contents
Preface; 1. Introduction; 2. Uncertainty and approximation; 3. Simple illustrations; 4. Discrete data; 5. Regression with continuous responses; 6. Some case studies; 7. Further topics; 8. Likelihood approximations; 9. Numerical implementation; 10. Problems and further results; Appendices - some numerical techniques: Appendix 1. Convergence of sequences; Appendix 2. The sample mean; Appendix 3. Laplace approximation; Appendix 4. X2 approximations; Bibliography; Index.