Customer Reviews

Empirical Likelihood

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This book will make accessible to a wider audience the new and important area of nonparameteric likelihood and hypothesis testing. It is written by a pioneer in this area. The ideas in this book are very sophisticated but one has no difficulty following the arguments because the writing is crystal clear; the author must have put in a lot of thought into the organization and presentation of the ideas. The book lucidly discusses the statistical theory and -- perhaps more importantly for the practitioner -- computational details and practical aspects of putting the ideas to work with real data. I expect that this book will have a major impact on the way hypothesis testing is done in econometrics and other areas of applied statistics, where one is very often unsure about what the correct model specification is and cannot rely on certain large sample approximations. A terrific book. I would recommend it very highly to practitioners in areas where hypothesis testing is too important to be left to less correct approaches (I am thinking of areas like biostatistics, quality control, econometrics, but I expect there are many such areas).