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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| Language: | English |
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Cambridge :
Cambridge University Press,
2012.
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| Physical Description: | vi, 162 pages ; 26 cm |
| Format: | Book |
Contents:
- 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.