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Statistical Estimation for Truncated Exponential Families

Statistical Estimation for Truncated Exponential Families
Author: Masafumi Akahira
Publisher: Springer
Total Pages: 122
Release: 2017-07-26
Genre: Mathematics
ISBN: 9811052964

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This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers understand the meaning and implications of both regularity and irregularity through a certain family of distributions. In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. This focus includes the (truncated) Pareto distribution, which is widely used in various fields such as finance, physics, hydrology, geology, astronomy, and other disciplines. The family is essential in that it links both regular and nonregular distributions, as it becomes a regular exponential family if the truncation parameter is known. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter. In order to obtain more information on the truncation, the Bayesian approach is also considered. Further, the application to some useful truncated distributions is discussed. The illustrated clarification of the nonregular structure provides researchers and practitioners with a solid basis for further research and applications.


Information and Exponential Families

Information and Exponential Families
Author: O. Barndorff-Nielsen
Publisher: John Wiley & Sons
Total Pages: 248
Release: 2014-05-07
Genre: Mathematics
ISBN: 1118857372

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First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions.


Multivariate Exponential Families: A Concise Guide to Statistical Inference

Multivariate Exponential Families: A Concise Guide to Statistical Inference
Author: Stefan Bedbur
Publisher: Springer Nature
Total Pages: 147
Release: 2021-10-07
Genre: Mathematics
ISBN: 3030819000

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This book provides a concise introduction to exponential families. Parametric families of probability distributions and their properties are extensively studied in the literature on statistical modeling and inference. Exponential families of distributions comprise density functions of a particular form, which enables general assertions and leads to nice features. With a focus on parameter estimation and hypotheses testing, the text introduces the reader to distributional and statistical properties of multivariate and multiparameter exponential families along with a variety of detailed examples. The material is widely self-contained and written in a mathematical setting. It may serve both as a concise, mathematically rigorous course on exponential families in a systematic structure and as an introduction to Mathematical Statistics restricted to the use of exponential families.


Exponential Distribution

Exponential Distribution
Author: K. Balakrishnan
Publisher: Routledge
Total Pages: 414
Release: 2019-01-22
Genre: Mathematics
ISBN: 1351449117

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The exponential distribution is one of the most significant and widely used distribution in statistical practice. It possesses several important statistical properties, and yet exhibits great mathematical tractability. This volume provides a systematic and comprehensive synthesis of the diverse literature on the theory and applications of the expon


Exponential Families in Theory and Practice

Exponential Families in Theory and Practice
Author: Bradley Efron
Publisher: Cambridge University Press
Total Pages: 264
Release: 2022-12-15
Genre: Mathematics
ISBN: 1108805434

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During the past half-century, exponential families have attained a position at the center of parametric statistical inference. Theoretical advances have been matched, and more than matched, in the world of applications, where logistic regression by itself has become the go-to methodology in medical statistics, computer-based prediction algorithms, and the social sciences. This book is based on a one-semester graduate course for first year Ph.D. and advanced master's students. After presenting the basic structure of univariate and multivariate exponential families, their application to generalized linear models including logistic and Poisson regression is described in detail, emphasizing geometrical ideas, computational practice, and the analogy with ordinary linear regression. Connections are made with a variety of current statistical methodologies: missing data, survival analysis and proportional hazards, false discovery rates, bootstrapping, and empirical Bayes analysis. The book connects exponential family theory with its applications in a way that doesn't require advanced mathematical preparation.


Statistical Distributions in Scientific Work

Statistical Distributions in Scientific Work
Author: Charles Taillie
Publisher: Springer Science & Business Media
Total Pages: 458
Release: 2012-12-06
Genre: Mathematics
ISBN: 9400985495

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Proceedings of the NATO Advanced Study Institute, Trieste, Italy, July 10-August 1, 1980


Statistical Modelling by Exponential Families

Statistical Modelling by Exponential Families
Author: Rolf Sundberg
Publisher: Cambridge University Press
Total Pages: 297
Release: 2019-08-29
Genre: Business & Economics
ISBN: 1108476597

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A readable, digestible introduction to essential theory and wealth of applications, with a vast set of examples and numerous exercises.


Analysis of Doubly Truncated Data

Analysis of Doubly Truncated Data
Author: Achim Dörre
Publisher: Springer
Total Pages: 109
Release: 2019-05-13
Genre: Mathematics
ISBN: 9811362416

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This book introduces readers to statistical methodologies used to analyze doubly truncated data. The first book exclusively dedicated to the topic, it provides likelihood-based methods, Bayesian methods, non-parametric methods, and linear regression methods. These procedures can be used to effectively analyze continuous data, especially survival data arising in biostatistics and economics. Because truncation is a phenomenon that is often encountered in non-experimental studies, the methods presented here can be applied to many branches of science. The book provides R codes for most of the statistical methods, to help readers analyze their data. Given its scope, the book is ideally suited as a textbook for students of statistics, mathematics, econometrics, and other fields.


The Statistical Analysis of Doubly Truncated Data

The Statistical Analysis of Doubly Truncated Data
Author: Jacobo de Uña-Álvarez
Publisher: John Wiley & Sons
Total Pages: 196
Release: 2021-11-22
Genre: Medical
ISBN: 1119951372

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A thorough treatment of the statistical methods used to analyze doubly truncated data In The Statistical Analysis of Doubly Truncated Data, an expert team of statisticians delivers an up-to-date review of existing methods used to deal with randomly truncated data, with a focus on the challenging problem of random double truncation. The authors comprehensively introduce doubly truncated data before moving on to discussions of the latest developments in the field. The book offers readers examples with R code along with real data from astronomy, engineering, and the biomedical sciences to illustrate and highlight the methods described within. Linear regression models for doubly truncated responses are provided and the influence of the bandwidth in the performance of kernel-type estimators, as well as guidelines for the selection of the smoothing parameter, are explored. Fully nonparametric and semiparametric estimators are explored and illustrated with real data. R code for reproducing the data examples is also provided. The book also offers: A thorough introduction to the existing methods that deal with randomly truncated data Comprehensive explorations of linear regression models for doubly truncated responses Practical discussions of the influence of bandwidth in the performance of kernel-type estimators and guidelines for the selection of the smoothing parameter In-depth examinations of nonparametric and semiparametric estimators Perfect for statistical professionals with some background in mathematical statistics, biostatisticians, and mathematicians with an interest in survival analysis and epidemiology, The Statistical Analysis of Doubly Truncated Data is also an invaluable addition to the libraries of biomedical scientists and practitioners, as well as postgraduate students studying survival analysis.