IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-3-642-37887-4_4.html
   My bibliography  Save this book chapter

Frequentist Properties of the Likelihood

In: Applied Statistical Inference

Author

Listed:
  • Leonhard Held

    (University of Zurich, Institute of Social and Preventive Medicine)

  • Daniel Sabanés Bové

    (University of Zurich, Institute of Social and Preventive Medicine)

Abstract

Frequentist properties of the maximum likelihood estimate of a scalar parameter are derived. The Wald, Score and Likelihood Ratio test statistics and the corresponding confidence intervals are introduced. Variance stabilizing transformations are also discussed. A case study comparing coverage and width of several confidence intervals for a proportion finishes this chapter, completed by a number of exercises at the end.

Suggested Citation

  • Leonhard Held & Daniel Sabanés Bové, 2014. "Frequentist Properties of the Likelihood," Springer Books, in: Applied Statistical Inference, edition 127, chapter 4, pages 79-122, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-37887-4_4
    DOI: 10.1007/978-3-642-37887-4_4
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-3-642-37887-4_4. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.