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 expla...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2012
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 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: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (vi, 162 pages) |
| ISBN: | 9780511791635 |
| DOI: | 10.1017/CBO9780511791635 |
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| 505 | 8 | |a 1. Introduction -- 2. Basics of coding -- 3. Basics of information -- 4. Modeling problems -- 5. Other optimality properties -- 6. Interval estimation -- 7. Hypothesis testing -- 8. Denoising -- 9. Sequential models -- Appendix A. Elements of algorithmic information -- Appendix B. Universal prior for integers | |
| 520 | |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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| author | Rissanen, Jorma |
| author_facet | Rissanen, Jorma |
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| contents | 1. Introduction -- 2. Basics of coding -- 3. Basics of information -- 4. Modeling problems -- 5. Other optimality properties -- 6. Interval estimation -- 7. Hypothesis testing -- 8. Denoising -- 9. Sequential models -- Appendix A. Elements of algorithmic information -- Appendix B. Universal prior for integers |
| ctrlnum | (ZDB-20-CBO)CR9780511791635 (OCoLC)847024144 (DE-599)BVBBV043945711 |
| dewey-full | 519.5/44 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/44 |
| dewey-search | 519.5/44 |
| dewey-sort | 3519.5 244 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9780511791635 |
| format | Electronic eBook |
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| id | DE-604.BV043945711 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:24Z |
| institution | BVB |
| isbn | 9780511791635 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029354682 |
| oclc_num | 847024144 |
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| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (vi, 162 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2012 |
| publishDateSearch | 2012 |
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| publisher | Cambridge University Press |
| record_format | marc |
| spelling | Rissanen, Jorma Verfasser aut Optimal estimation of parameters Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology Cambridge Cambridge University Press 2012 1 online resource (vi, 162 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 1. Introduction -- 2. Basics of coding -- 3. Basics of information -- 4. Modeling problems -- 5. Other optimality properties -- 6. Interval estimation -- 7. Hypothesis testing -- 8. Denoising -- 9. Sequential models -- Appendix A. Elements of algorithmic information -- Appendix B. Universal prior for integers 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 Estimation theory Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s 1\p DE-604 Erscheint auch als Druckausgabe 978-1-107-00474-0 https://doi.org/10.1017/CBO9780511791635 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rissanen, Jorma Optimal estimation of parameters 1. Introduction -- 2. Basics of coding -- 3. Basics of information -- 4. Modeling problems -- 5. Other optimality properties -- 6. Interval estimation -- 7. Hypothesis testing -- 8. Denoising -- 9. Sequential models -- Appendix A. Elements of algorithmic information -- Appendix B. Universal prior for integers Estimation theory 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, Tampere University of Technology, Helsinki Institute for Information Technology |
| title_fullStr | Optimal estimation of parameters Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology |
| title_full_unstemmed | Optimal estimation of parameters Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology |
| title_short | Optimal estimation of parameters |
| title_sort | optimal estimation of parameters |
| topic | Estimation theory Parameterschätzung (DE-588)4044614-1 gnd |
| topic_facet | Estimation theory Parameterschätzung |
| url | https://doi.org/10.1017/CBO9780511791635 |
| work_keys_str_mv | AT rissanenjorma optimalestimationofparameters |