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Statistical Modelling by Exponential Families
Stockholm University, Faculty of Science, Department of Mathematics.ORCID iD: 0000-0002-4453-7403
2019 (English)Book (Refereed)
Abstract [en]

This book is a readable, digestible introduction to exponential families, encompassing statistical models based on the most useful distributions in statistical theory, including the normal, gamma, binomial, Poisson, and negative binomial. Strongly motivated by applications, it presents the essential theory and then demonstrates the theory's practical potential by connecting it with developments in areas like item response analysis, social network models, conditional independence and latent variable structures, and point process models. Extensions to incomplete data models and generalized linear models are also included. In addition, the author gives a concise account of the philosophy of Per Martin-Löf in order to connect statistical modelling with ideas in statistical physics, including Boltzmann's law. Written for graduate students and researchers with a background in basic statistical inference, the book includes a vast set of examples demonstrating models for applications and exercises embedded within the text as well as at the ends of chapters.

Place, publisher, year, edition, pages
Cambridge, UK: Cambridge University Press, 2019. , p. 282
Series
Institute of Mathematical Statistics Textbooks ; 12
Keywords [en]
Economics, Econometrics and Mathematical Methods, General Statistics and Probability, Statistics and Probability, Statistical Theory and Methods, Abstract Analysis
National Category
Probability Theory and Statistics
Research subject
Mathematical Statistics
Identifiers
URN: urn:nbn:se:su:diva-174512DOI: 10.1017/9781108604574ISBN: 978-1-108-47659-1 (print)ISBN: 978-1-108-70111-2 (print)ISBN: 978-1-108-60457-4 (electronic)OAI: oai:DiVA.org:su-174512DiVA, id: diva2:1358565
Available from: 2019-10-07 Created: 2019-10-07 Last updated: 2019-10-08Bibliographically approved

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