Density Ratio Models

Collecting recent research in a single volume, this book introduces a framework of semiparametric and goodness-of-fit techniques for analyzing data that can be described by density ratio models. Each method is motivated with a statistical problem and illustrated using real data examples and numerical examples where applicable. The text emphasizes likelihood-based inference, with offers a good balance between theory and practice. It covers such topics as finite mixture models, ROC curve analysis, and change-point analysis. The book provides data sets and code on a supplementary website.