Optimal estimation of parameters / Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology.

"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 expl...

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Bibliographic Details
Main Author: Rissanen, Jorma
Language:English
Published: Cambridge : Cambridge University Press, 2012.
Subjects:
Physical Description:vi, 162 pages ; 26 cm
Format: Book

MARC

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100 1 |a Rissanen, Jorma.  |0 http://id.loc.gov/authorities/names/n88177647 
245 1 0 |a Optimal estimation of parameters /  |c Jorma Rissanen, Tampere University of Technology, Helsinki Institute for Information Technology. 
260 |a Cambridge :  |b Cambridge University Press,  |c 2012. 
300 |a vi, 162 pages ;  |c 26 cm 
336 |a text  |b txt  |2 rdacontent 
337 |a unmediated  |b n  |2 rdamedia 
338 |a volume  |b nc  |2 rdacarrier 
504 |a Includes bibliographical references (pages [156]-160) and index. 
505 8 |a Machine generated contents note: 1. Introduction; 2. Coding; 3. Basics of information; 4. Modeling problem; 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"--  |c Provided by publisher. 
650 0 |a Estimation theory.  |0 http://id.loc.gov/authorities/subjects/sh85044957 
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