Optimal Estimation of Parameters (BOK)

Jorma Rissanen

759,00 75900
Sendes vanligvis innen 5-15 dager
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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2012 Forfatter Jorma Rissanen
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9781107004740
Antall sider 170 Dimensjoner 17,4cm x 24,7cm x 1,2cm
Vekt 510 gram Leverandør Bertram Trading Ltd
Emner og form Information theory