Erschienen: 07.06.2012 Abbildung von Rissanen | Optimal Estimation of Parameters | 2012

Rissanen

Optimal Estimation of Parameters

2012. Buch. 170 S. Hardcover

Cambridge University Press. ISBN 978-1-107-00474-0

Format (B x L): 17,4 x 24,7 cm

Gewicht: 510 g

In englischer Sprache

Produktbeschreibung

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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