Optimal estimation of parameters:

"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for...

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1. Verfasser: Rissanen, Jorma 1932-2020 (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Cambridge [u.a.] Cambridge Univ. Press 2012
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Zusammenfassung:"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for explaining the power of these estimators. Beginning with a review of coding and the key properties of information, the author goes on to discuss the techniques of estimation and develops the generalized maximum capacity estimator, based on a new form of Shannon's mutual information and channel capacity. Applications of this powerful technique in hypothesis testing and denoising are described in detail. Offering an original and thought-provoking perspective on estimation theory, Jorma Rissanen's book is of interest to graduate students and researchers in the fields of information theory, probability and statistics, econometrics and finance"--
Beschreibung:Literaturverz. S. [156] - 160
Beschreibung:VII, 162 S. graph. Darst.
ISBN:9781107004740

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