Exponential Families in Theory and Practice (Paperback) (ISBN-13: 9781108715669)

During the past half-century, exponential families have attained a position at the center of parametric statistical inference. Theoretical advances have been matched, and more than matched, in the world of applications, where logistic regression by itself has become the go-to methodology in medical statistics, computer-based prediction algorithms, and the social sciences. This book is based on a one-semester graduate course for first year Ph.D. and advanced master's students. After presenting the basic structure of univariate and multivariate exponential families, their application to generalized linear models including logistic and Poisson regression is described in detail, emphasizing geometrical ideas, computational practice, and the analogy with ordinary linear regression. Connections are made with a variety of current statistical methodologies: missing data, survival analysis and proportional hazards, false discovery rates, bootstrapping, and empirical Bayes analysis. The book connects exponential family theory with its applications in a way that doesn't require advanced mathematical preparation.

Author: Bradley Efron
ISBN-10: 1108715664
ISBN-13: 9781108715669
Publisher: Cambridge University Press
Language: English
Published: 02/09/2023
Pages: 262
Format: Paperback
Weight: 0.90lbs
Size: 8.58h x 5.43w x 0.39d