Optimal Estimation of Parameters, Hardback Book

Optimal Estimation of Parameters Hardback

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

  • Format: Hardback
  • Pages: 170 pages, Worked examples or Exercises; 3 Tables, black and white; 8 Line drawings, unspecified
  • Publisher: Cambridge University Press
  • Publication Date:
  • Category: Information theory
  • ISBN: 9781107004740

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