Numerical Methods for Nonlinear Estimating Equations

Szerző: Christopher G. Small, Jinfang Wang

Nyelv:

Kötés: Kemény kötésű

Kiadó: Oxford University Press

Elérhetőség: Kiadói készleten rendelésre

Küldés 17-26 napon belül

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Nonlinearity arises in statistical inference in various ways, with varying degrees of severity, as a...

Információk a könyvről

Szerző

Christopher G. Small, Jinfang Wang

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2003

oldal

324

EAN

9780198506881

ISBN

0198506880

Enbook ID

04526904

Kiadó

Oxford University Press

Súly

700

Méretek

161 x 241 x 21

Teljes leírás

Nonlinearity arises in statistical inference in various ways, with varying degrees of severity, as an obstacle to statistical analysis. More entrenched forms of nonlinearity often require intensive numerical methods to construct estimators, and the use of root search algorithms, or one-step estimators, is a standard method of solution. This book provides a comprehensive study of nonlinear estimating equations and artificial likelihoods for statistical inference. It provides extensive coverage and comparison of hill climbing algorithms, which, when started at points of nonconcavity often have very poor convergence properties, and for additional flexibility proposes a number of modifications to the standard methods for solving these algorithms. The book also extends beyond simple root search algorithms to include a discussion of the testing of roots for consistency, and the modification of available estimating functions to provide greater stability in inference. A variety of examples from practical applications are included to illustrate the problems and possibilities thus making this text ideal for the research statistician and graduate student. This is the latest in the well-established and authoritative Oxford Statistical Science Series, which includes texts and monographs covering many topics of current research interest in pure and applied statistics. Each title has an original slant even if the material included is not specifically original. The authors are leading researchers and the topics covered will be of interest to all professional statisticians, whether they be in industry, government department or research institute. Other books in the series include 23. W.J.Krzanowski: Principles of multivariate analysis: a user's perspective updated edition 24. J.Durbin and S.J.Koopman: Time series analysis by State Space Models 25. Peter J. Diggle, Patrick Heagerty, Kung-Yee Liang, Scott L. Zeger: Analysis of Longitudinal Data 2/e 26. J.K. Lindsey: Nonlinear Models in Medical Statistics 27. Peter J. Green, Nils L. Hjort & Sylvia Richardson: Highly Structured Stochastic Systems 28. Margaret S. Pepe: The Statistical Evaluation of Medical Tests for Classification and Prediction

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Numerical Methods for Nonlinear Estimating Equations

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