Optimal Estimation of Parameters PDF
by Jorma Rissanen
Description
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.
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Cambridge University Press
- Publication Date:07/06/2012
- Category:
- ISBN:9781139512190
Information
-
Download - Immediately Available
- Format:PDF
- Publisher:Cambridge University Press
- Publication Date:07/06/2012
- Category:
- ISBN:9781139512190