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...

Full description

Saved in:
Bibliographic Details
Main Author: Rissanen, Jorma 1932-2020 (Author)
Format: Book
Language:English
Published: Cambridge [u.a.] Cambridge Univ. Press 2012
Subjects:
Online Access:Inhaltsverzeichnis
Cover
Volltext
Summary:"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"--
Item Description:Literaturverz. S. [156] - 160
Physical Description:VII, 162 S. graph. Darst.
ISBN:9781107004740

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection! Indexes
Get full text