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Optimal Estimation of Parameters
by Jorma Rissanen


Overview - 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.  Read more...

 
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More About Optimal Estimation of Parameters by Jorma Rissanen
 
 
 
Overview
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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Details
  • ISBN-13: 9781107004740
  • ISBN-10: 1107004748
  • Publisher: Cambridge University Press
  • Publish Date: June 2012
  • Page Count: 170
  • Dimensions: 9.8 x 6.8 x 0.5 inches
  • Shipping Weight: 1.1 pounds


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