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Regression and Correlation
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Statistical models
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ISBN: 9780521773393 0521773393 9780511815850 9780521734493 0521734495 Year: 2003 Publisher: Cambridge Cambridge University press

Statistical models
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ISBN: 1139930877 1107128919 128248673X 9786612486739 0511673787 051167497X 0511671725 0511670443 0511815859 0511672993 9780511674976 9780511671722 9780511815850 0521773393 9780521773393 9780511670442 9780511672996 9780521734493 0521734495 Year: 2003 Publisher: Cambridge, U.K. New York Cambridge University Press

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Models and likelihood are the backbone of modern statistics. This 2003 book gives an integrated development of these topics that blends theory and practice, intended for advanced undergraduate and graduate students, researchers and practitioners. Its breadth is unrivaled, with sections on survival analysis, missing data, Markov chains, Markov random fields, point processes, graphical models, simulation and Markov chain Monte Carlo, estimating functions, asymptotic approximations, local likelihood and spline regressions as well as on more standard topics such as likelihood and linear and generalized linear models. Each chapter contains a wide range of problems and exercises. Practicals in the S language designed to build computing and data analysis skills, and a library of data sets to accompany the book, are available over the Web.

Bootstrap methods and their application
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ISBN: 9780521573917 9781107263260 0521574714 9780521574716 Year: 1997 Publisher: Cambridge ; New York, NY : Cambridge University Press,

Bootstrap methods and their application
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ISBN: 1107263816 1107266386 1107263263 1107267897 1107264340 1107266823 1107269903 0511802846 9781107266827 0521573912 9780521573917 0521574714 9780521574716 9781107263260 9780511802843 Year: 1999 Publisher: Cambridge New York

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Bootstrap methods are computer-intensive methods of statistical analysis, which use simulation to calculate standard errors, confidence intervals, and significance tests. The methods apply for any level of modelling, and so can be used for fully parametric, semiparametric, and completely nonparametric analysis. This 1997 book gives a broad and up-to-date coverage of bootstrap methods, with numerous applied examples, developed in a coherent way with the necessary theoretical basis. Applications include stratified data; finite populations; censored and missing data; linear, nonlinear, and smooth regression models; classification; time series and spatial problems. Special features of the book include: extensive discussion of significance tests and confidence intervals; material on various diagnostic methods; and methods for efficient computation, including improved Monte Carlo simulation. Each chapter includes both practical and theoretical exercises. S-Plus programs for implementing the methods described in the text are available from the supporting website.

Applied asymptotics
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ISBN: 9780521847032 0521847036 9780511611131 9780511286704 0511286708 0511284403 9780511284403 0511285221 9780511285226 0511285981 9780511285981 0511611137 1107175615 1280909897 9786610909896 0511322224 Year: 2007 Publisher: Cambridge Cambridge University Press

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In fields such as biology, medical sciences, sociology, and economics researchers often face the situation where the number of available observations, or the amount of available information, is sufficiently small that approximations based on the normal distribution may be unreliable. Theoretical work over the last quarter-century has led to new likelihood-based methods that lead to very accurate approximations in finite samples, but this work has had limited impact on statistical practice. This book illustrates by means of realistic examples and case studies how to use the new theory, and investigates how and when it makes a difference to the resulting inference. The treatment is oriented towards practice and comes with code in the R language (available from the web) which enables the methods to be applied in a range of situations of interest to practitioners. The analysis includes some comparisons of higher order likelihood inference with bootstrap or Bayesian methods.

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