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Confidence, likelihood, probability statistical inference with confidence distributions

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Author(s): Hjort, Nils Lid; Schweder, Tore
Series: Cambridge series in statistical and probabilistic mathematics 41
Publisher: Cambridge University Press
Year: 2016

Language: English
Pages: 500
Tags: Observed confidence levels (Statistics);Mathematical statistics.;Probabilities.;Mathematical statistics;Probabilities;Statistische Schlussweise;Konfidenzintervall;œaMathematical statistics;œaObserved confidence levels (Statistics);œaProbabilities

Content: 1. Confidence, likelihood, probability: an invitation
2. Interference in parametric models
3. Confidence distributions
4. Further developments for confidence distribution
5. Invariance, sufficiency and optimality for confidence distributions
6. The fiducial argument
7. Improved approximations for confidence distributions
8. Exponential families and generalised linear models
9. Confidence distributions in higher dimensions
10. Likelihoods and confidence likelihoods
11. Confidence in non- and semiparametric models
12. Predictions and confidence
13. Meta-analysis and combination of information
14. Applications
15. Finale: summary, and a look into the future.