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SEVERINI, T. A. Likelihood Methods in Statistics. Oxford University Press, Oxford, 2000. xi + 380 pp. L55.00/ $95.00. ISBN 0-19-850650-3.
Many commonly used statistical methods, such as maximum likelihood estimation, hypothesis testing and confidence intervals, are based on the likelihood function. A general theory of likelihood inference must rely on asymptotic approximations. It is well known that classical likelihood theory is based on first-order asymptotic theory, such as that given by the central limit theorem, along with higher-order asymptotic theory based on Edgeworth series expansions....