Background
Barndorff-Nielsen, Ole Eiler was born on March 18, 1935 in Copenhagen, Denmark. Son of Niels Eiler and Edith Marie (Barndorff) Nielsen.
(First published by Wiley in 1978, this book is being re-i...)
First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions.
http://www.amazon.com/Information-Exponential-Statistical-Probability-Statistics/dp/111885750X%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D111885750X?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
http://www.amazon.com/Information-Exponential-Statistical-Probability-Barndorff-Nielsen/dp/B010WF0RSC%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3DB010WF0RSC?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(This book is a slightly revised and expanded version of a...)
This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements of these Summer Schools which form a very significant forum for the exchange of scientific ideas relating to probability. The efficient, careful and patient preparation of the typescript by Oddbj~rg Wethelund is also gratefully acknowledged. Aarhus, June 1988 O. E. Barndorff-Nielsen Parametric statistical Models and Likelihood O. E. Barndorff-Nielsen o. Introduction 0. 1. Outline of contents 1 0. 2. A few preliminaries 2 1. Likelihood and auxiliary statistics 1. 1. Likelihood 4 1. 2. Moments and cumulants of log likelihood derivatives 10 1. 3. Parametrization invariance 13 1. 4. Marginal and conditional likelihood 15 * 1. 5. Combinants, auxiliaries, and the p -model 19 1. 6. Orthogonal parameters 27 1. 7. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1. 8. Ancillarity and conditionality 33 41 1. 9. Partial sufficiency and partial ancillarity 1. 10.
http://www.amazon.com/Parametric-Statistical-Likelihood-Lecture-Statistics/dp/0387969284%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D0387969284?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(This book sets out in detail mathematical techniques valu...)
This book sets out in detail mathematical techniques valuable for giving useful approximate solutions to a wide range of problems in statistical theory and methods as well as in applied probability. The emphasis throughout is on the relatively simple general concepts involved and on their illustration by a wide range of examples, chosen to be of intrinsic interest. The precise mathematical theorems with their associated, rather formidable technical conditions are given as appendices, but the emphasis in the body of the text is on applications. The first four chapters deal with univariate problems, where the key ideas are seen in their simplest, yet widely useful, form. The last three chapters deal with the corresponding multivariate problems. The notation, especially the use of tensor methods, has been chosen to emphasize the parallel with one dimensional results. In addition to the examples, which are an intrinsic part of the text, there are roughly 100 further results and exercises, many of which outline recent research results. The book is aimed at a number of different types of reader, including advanced statistics and probability students and research workers in these and related fields.
http://www.amazon.com/Asymptotic-TECHNIQUES-STATISTICS-Monographs-Probability/dp/0412314002%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D0412314002?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(Our book Asymptotic Techniquesfor Use in Statistics was o...)
Our book Asymptotic Techniquesfor Use in Statistics was originally planned as an account of asymptotic statistical theory, but by the time we had completed the mathematical preliminaries it seemed best to publish these separately. The present book, although largely self-contained, takes up the original theme and gives a systematic account of some recent developments in asymptotic parametric inference from a likelihood-based perspective. Chapters 1-4 are relatively elementary and provide first a review of key concepts such as likelihood, sufficiency, conditionality, ancillarity, exponential families and transformation models. Then first-order asymptotic theory is set out, followed by a discussion of the need for higher-order theory. This is then developed in some generality in Chapters 5-8. A final chapter deals briefly with some more specialized issues. The discussion emphasizes concepts and techniques rather than precise mathematical verifications with full attention to regularity conditions and, especially in the less technical chapters, draws quite heavily on illustrative examples. Each chapter ends with outline further results and exercises and with bibliographic notes. Many parts of the field discussed in this book are undergoing rapid further development, and in those parts the book therefore in some respects has more the flavour of a progress report than an exposition of a largely completed theory.
http://www.amazon.com/Inference-Asymptotics-Monographs-Statistics-Probability/dp/041249440X%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D041249440X?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(First published by Wiley in 1978, this book is being re-i...)
First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions.
http://www.amazon.com/Information-Exponential-Statistical-Probability-Statistics/dp/111885750X%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D111885750X?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
http://www.amazon.com/Information-Exponential-Statistical-Probability-Barndorff-Nielsen/dp/B010WF0RSC%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3DB010WF0RSC?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(This book is a slightly revised and expanded version of a...)
This book is a slightly revised and expanded version of a set I I I of notes used for a lecture series given at the Ecole dlEte de I Probabilites at st. Flour in August 1986. In view of the statistical nature of the material discussed herein it was agreed to publish the material as a separate volume in the statistics series rather than, as is the tradition, in a joint volume in the Lecture Notes in Mathematics Series. It is a genuine pleasure to have this opportunity to thank I I I the organizers of Les Ecoles dlEte, and in particular Professor P. -L. Hennequin, for the excellent arrangements of these Summer Schools which form a very significant forum for the exchange of scientific ideas relating to probability. The efficient, careful and patient preparation of the typescript by Oddbj~rg Wethelund is also gratefully acknowledged. Aarhus, June 1988 O. E. Barndorff-Nielsen Parametric statistical Models and Likelihood O. E. Barndorff-Nielsen o. Introduction 0. 1. Outline of contents 1 0. 2. A few preliminaries 2 1. Likelihood and auxiliary statistics 1. 1. Likelihood 4 1. 2. Moments and cumulants of log likelihood derivatives 10 1. 3. Parametrization invariance 13 1. 4. Marginal and conditional likelihood 15 * 1. 5. Combinants, auxiliaries, and the p -model 19 1. 6. Orthogonal parameters 27 1. 7. Pseudo likelihood, profile likelihood and modified 30 profile likelihood 1. 8. Ancillarity and conditionality 33 41 1. 9. Partial sufficiency and partial ancillarity 1. 10.
http://www.amazon.com/Parametric-Statistical-Likelihood-Lecture-Statistics/dp/0387969284%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D0387969284?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(This book sets out in detail mathematical techniques valu...)
This book sets out in detail mathematical techniques valuable for giving useful approximate solutions to a wide range of problems in statistical theory and methods as well as in applied probability. The emphasis throughout is on the relatively simple general concepts involved and on their illustration by a wide range of examples, chosen to be of intrinsic interest. The precise mathematical theorems with their associated, rather formidable technical conditions are given as appendices, but the emphasis in the body of the text is on applications. The first four chapters deal with univariate problems, where the key ideas are seen in their simplest, yet widely useful, form. The last three chapters deal with the corresponding multivariate problems. The notation, especially the use of tensor methods, has been chosen to emphasize the parallel with one dimensional results. In addition to the examples, which are an intrinsic part of the text, there are roughly 100 further results and exercises, many of which outline recent research results. The book is aimed at a number of different types of reader, including advanced statistics and probability students and research workers in these and related fields.
http://www.amazon.com/Asymptotic-TECHNIQUES-STATISTICS-Monographs-Probability/dp/0412314002%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D0412314002?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
(Our book Asymptotic Techniquesfor Use in Statistics was o...)
Our book Asymptotic Techniquesfor Use in Statistics was originally planned as an account of asymptotic statistical theory, but by the time we had completed the mathematical preliminaries it seemed best to publish these separately. The present book, although largely self-contained, takes up the original theme and gives a systematic account of some recent developments in asymptotic parametric inference from a likelihood-based perspective. Chapters 1-4 are relatively elementary and provide first a review of key concepts such as likelihood, sufficiency, conditionality, ancillarity, exponential families and transformation models. Then first-order asymptotic theory is set out, followed by a discussion of the need for higher-order theory. This is then developed in some generality in Chapters 5-8. A final chapter deals briefly with some more specialized issues. The discussion emphasizes concepts and techniques rather than precise mathematical verifications with full attention to regularity conditions and, especially in the less technical chapters, draws quite heavily on illustrative examples. Each chapter ends with outline further results and exercises and with bibliographic notes. Many parts of the field discussed in this book are undergoing rapid further development, and in those parts the book therefore in some respects has more the flavour of a progress report than an exposition of a largely completed theory.
http://www.amazon.com/Inference-Asymptotics-Monographs-Statistics-Probability/dp/041249440X%3FSubscriptionId%3DAKIAJRRWTH346WSPOAFQ%26tag%3Dprabook0b-20%26linkCode%3Dsp1%26camp%3D2025%26creative%3D165953%26creativeASIN%3D041249440X?SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953&SubscriptionId=AKIAJRRWTH346WSPOAFQ&tag=prabook0b-20&linkCode=sp1&camp=2025&creative=165953
professor of mathematical statistics
Barndorff-Nielsen, Ole Eiler was born on March 18, 1935 in Copenhagen, Denmark. Son of Niels Eiler and Edith Marie (Barndorff) Nielsen.
Graduate, Aarhus (Denmark) University, 1960. Doctor of Science, University Copenhagen, 1973. Doctor (honorary), University Paul Sabatier, 1993.
Doctor (honorary), Katholieke University Leuven, 1999.
Mathematics assistant department statistics Danish State Serum Institute, Copenhagen, 1954-1958. Scientific assistant University Copenhagen, 1958-1960. Assistant professor Institute of Mathematics Aarhus University, 1960-1965, associate professor, 1965-1973, full professor mathematics, since 1973.
Science director Mathematics Research Center at Aarhus University, 1995-1998, Maphysto Center for Mathematics Physics and Stochastics, since 1998.
(Our book Asymptotic Techniquesfor Use in Statistics was o...)
(Our book Asymptotic Techniquesfor Use in Statistics was o...)
(This book sets out in detail mathematical techniques valu...)
(This book sets out in detail mathematical techniques valu...)
(This book is a slightly revised and expanded version of a...)
(This book is a slightly revised and expanded version of a...)
(First published by Wiley in 1978, this book is being re-i...)
(First published by Wiley in 1978, this book is being re-i...)
Author: Information and Exponential Families, 1978, Parametric Statistical Models and Likelihood, 1988. (with D. R. Cox) Asymptotic Techniques for Use in Statistics, 1989, Inference and Asymptotics, 1994. Editor: International Statistical Review, 1980-1987.Associate editor Scandinavian Journal Statistics, 1974-1985, Journal European Mathematical Society, since 1999. Editor-in-chief Bernoulli, 1994-2000. Contributor articles to professional journals.
Member Royal Danish Academy of Sciences and Letters, International Statistical Institute, Academia Europaea, Bernoulli Society (president elect 1991-1993, president 1993-1995).
Biography, blown sands, opera, tennis.
Married Bente Jensen-Storch, December 28, 1956. Children: Lotte, Mikkel, Sharon, Jakob.