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Applications and Extensions of Likelihood Methods

Applications and Extensions of Likelihood Methods
似然法的应用和扩展
批准号:
0102274
负责人:
Thomas Severini
金额:
$8.39万
依托单位:
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2001
资助国家:
美国
项目状态:
已结题
起止时间:
2001-08-15 至 2005-07-31

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中文摘要
翻译
这项研究考虑了基于似然推理的高阶渐近理论中的几个问题。许多高阶近似仅适用于基础数据具有连续分布的情况。建议的研究考虑将这些结果推广到底层数据具有晶格分布的情况。研究的第二个方面是开发具有层次结构的模型的方法。似然方法通常是在似然函数被正确指定的假设下得到的。当然,在实践中,使用的概率模型通常只是真实的、但未知的模型的近似值。因此,建议的研究考虑基于更有限的假设的方法的发展,例如矩条件。基于似然函数的统计方法在统计理论和方法中发挥着核心作用。这些方法中的许多都是基于近似值的,在某些情况下,近似值的准确性可能有问题。拟议的研究开发了通常具有更高精度的近似方法。其结果是统计方法比目前可用的方法有了改进。
英文摘要
The proposed research considers several problems in the higher-order asymptotic theory of likelihood-based inference. Many higher-order approximations apply only to the case in which the underlying data have a continuous distribution. The proposed research considers the extension of these results to the case in which the underlying data have a lattice distribution. A second aspect of the research is the development of methods for models with a hierarchical structure. Likelihood methods are generally derived under the assumption that the likelihood function is correctly specified. Of course, in practice, the probability models used are often only an approximation to the true, but unknown, models. Hence, the proposed research considers the development of methods that are based on more limited assumptions, such as moment conditions. Statistical methods based on the likelihood function play a central role in statistical theory and methodology. Many of these methods are based on approximations which may have questionable accuracy in certain cases. The proposed research develops methods of approximation with generally higher accuracy. The result is statistical methods that offer an improvement over those currently available.
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Statistical Inference Based on an Integrated Likelihood
  • 批准号:
    1308009
  • 项目类别:
    Standard Grant
  • 资助金额:
    $10.0万
  • 财政年份:
    2013
  • 负责人:
    Thomas Severini
  • 依托单位:
Likelihood Inference in Models with a High-Dimensional Nuisance Parameter
  • 批准号:
    0906466
  • 项目类别:
    Standard Grant
  • 资助金额:
    $17.9万
  • 财政年份:
    2009
  • 负责人:
    Thomas Severini
  • 依托单位:
Integrated Likelihood Functions for Non-Bayesian Inference
  • 批准号:
    0604123
  • 项目类别:
    Standard Grant
  • 资助金额:
    $11.8万
  • 财政年份:
    2006
  • 负责人:
    Thomas Severini
  • 依托单位:
Likelihood Methods in Statistics
  • 批准号:
    9803143
  • 项目类别:
    Standard Grant
  • 资助金额:
    $5.1万
  • 财政年份:
    1998
  • 负责人:
    Thomas Severini
  • 依托单位:
海外基金