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Maximum Likelihood Estimation of Functional Relationships (Lecture Notes in Statistics, 69) - Softcover
Synopsis
The theory of functional relationships concerns itself with inference from models with a more complex error structure than those existing in regression models. We are familiar with the bivariate linear relationship having measurement errors in both variables and the fact that the standard regression estimator of the slope underestimates the true slope. One complication with inference about parameters in functional relationships, is that many of the standard properties of likelihood theory do not apply, at least not in the form in which they apply to e.g. regression models. This is probably one of the reasons why these models are not adequately discussed in most general books on statistics, despite their wide applicability. In this monograph we will explore the properties of likelihood methods in the context of functional relationship models. Full and conditional likelihood methods are both considered. Possible modifications to these methods are considered when necessary. Apart from exloring the theory itself, emphasis shall be placed upon the derivation of useful estimators and their second moment properties. No attempt is made to be mathematically rigid. Proofs are usually outlined with extensive use of the Landau 0(.) and 0(.) notations. It is hoped that this shall provide more insight than the inevitably lengthy proofs meeting strict standards of mathematical rigour.
"synopsis" may belong to another edition of this title.
- PublisherSpringer
- Publication date1992
- ISBN 10 038797721X
- ISBN 13 9780387977218
- BindingPaperback
- LanguageEnglish
- Number of pages115
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Maximum Likelihood Estimation of Functional Relationships. Lecture Notes in Statistics 69
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Maximum Likelihood Estimation of Functional Relationships (Lecture Notes in Statistics, 69)
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Maximum Likelihood Estimation of Functional Relationships
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Maximum Likelihood Estimation of Functional Relationships
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Springer New York Feb 1992, 1992
ISBN 10: 038797721X
ISBN 13: 9780387977218
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The theory of functional relationships concerns itself with inference from models with a more complex error structure than those existing in regression models. We are familiar with the bivariate linear relationship having measurement errors in both variables and the fact that the standard regression estimator of the slope underestimates the true slope. One complication with inference about parameters in functional relationships, is that many of the standard properties of likelihood theory do not apply, at least not in the form in which they apply to e.g. regression models. This is probably one of the reasons why these models are not adequately discussed in most general books on statistics, despite their wide applicability. In this monograph we will explore the properties of likelihood methods in the context of functional relationship models. Full and conditional likelihood methods are both considered. Possible modifications to these methods are considered when necessary. Apart from exloring the theory itself, emphasis shall be placed upon the derivation of useful estimators and their second moment properties. No attempt is made to be mathematically rigid. Proofs are usually outlined with extensive use of the Landau 0(.) and 0(.) notations. It is hoped that this shall provide more insight than the inevitably lengthy proofs meeting strict standards of mathematical rigour. 124 pp. Englisch. Seller Inventory # 9780387977218
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Maximum Likelihood Estimation of Functional Relationships
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ISBN 10: 038797721X
ISBN 13: 9780387977218
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The theory of functional relationships concerns itself with inference from models with a more complex error structure than those existing in regression models. We are familiar with the bivariate linear relationship having measurement errors in both variable. Seller Inventory # 5913091
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Maximum Likelihood Estimation of Functional Relationships
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The theory of functional relationships concerns itself with inference from models with a more complex error structure than those existing in regression models. We are familiar with the bivariate linear relationship having measurement errors in both variables and the fact that the standard regression estimator of the slope underestimates the true slope. One complication with inference about parameters in functional relationships, is that many of the standard properties of likelihood theory do not apply, at least not in the form in which they apply to e.g. regression models. This is probably one of the reasons why these models are not adequately discussed in most general books on statistics, despite their wide applicability. In this monograph we will explore the properties of likelihood methods in the context of functional relationship models. Full and conditional likelihood methods are both considered. Possible modifications to these methods are considered when necessary. Apart from exloring the theory itself, emphasis shall be placed upon the derivation of useful estimators and their second moment properties. No attempt is made to be mathematically rigid. Proofs are usually outlined with extensive use of the Landau 0(.) and 0(.) notations. It is hoped that this shall provide more insight than the inevitably lengthy proofs meeting strict standards of mathematical rigour. Seller Inventory # 9780387977218
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Maximum Likelihood Estimation of Functional Relationships
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