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...
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
2012
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis Cover Volltext |
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 |
Internformat
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520 | 1 | |a "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"-- | |
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Datensatz im Suchindex
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any_adam_object | |
author | Rissanen, Jorma 1932-2020 |
author_GND | (DE-588)170520889 |
author_facet | Rissanen, Jorma 1932-2020 |
author_role | aut |
author_sort | Rissanen, Jorma 1932-2020 |
author_variant | j r jr |
building | Verbundindex |
bvnumber | BV040977578 |
ctrlnum | (OCoLC)844090688 (DE-599)GBV688900453 |
format | Book |
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id | DE-604.BV040977578 |
illustrated | Illustrated |
indexdate | 2024-07-10T00:36:39Z |
institution | BVB |
isbn | 9781107004740 |
language | English |
lccn | 2012007503 |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025955645 |
oclc_num | 844090688 |
open_access_boolean | |
owner | DE-706 |
owner_facet | DE-706 |
physical | VII, 162 S. graph. Darst. |
publishDate | 2012 |
publishDateSearch | 2012 |
publishDateSort | 2012 |
publisher | Cambridge Univ. Press |
record_format | marc |
spelling | Rissanen, Jorma 1932-2020 Verfasser (DE-588)170520889 aut Optimal estimation of parameters Jorma Rissanen Cambridge [u.a.] Cambridge Univ. Press 2012 VII, 162 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturverz. S. [156] - 160 "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"-- Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s DE-604 DE-601 pdf/application http://www.gbv.de/dms/goettingen/688900453.pdf Inhaltsverzeichnis http://assets.cambridge.org/97811070/04740/cover/9781107004740.jpg Cover DE-601 text/html https://reference-tree.com/book/optimal-estimation-of-parameters?utm_source=gbv&utm_medium=referral&utm_campaign=collabaaatnnn Volltext |
spellingShingle | Rissanen, Jorma 1932-2020 Optimal estimation of parameters Parameterschätzung (DE-588)4044614-1 gnd |
subject_GND | (DE-588)4044614-1 |
title | Optimal estimation of parameters |
title_auth | Optimal estimation of parameters |
title_exact_search | Optimal estimation of parameters |
title_full | Optimal estimation of parameters Jorma Rissanen |
title_fullStr | Optimal estimation of parameters Jorma Rissanen |
title_full_unstemmed | Optimal estimation of parameters Jorma Rissanen |
title_short | Optimal estimation of parameters |
title_sort | optimal estimation of parameters |
topic | Parameterschätzung (DE-588)4044614-1 gnd |
topic_facet | Parameterschätzung |
url | http://www.gbv.de/dms/goettingen/688900453.pdf http://assets.cambridge.org/97811070/04740/cover/9781107004740.jpg https://reference-tree.com/book/optimal-estimation-of-parameters?utm_source=gbv&utm_medium=referral&utm_campaign=collabaaatnnn |
work_keys_str_mv | AT rissanenjorma optimalestimationofparameters |
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