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...
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Full Text (via ProQuest) |
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| Format: | eBook |
| Language: | English |
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Cambridge :
Cambridge University Press,
2012.
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| Subjects: |
MARC
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| 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 1 online resource. | ||
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| 505 | 0 | |a Cover; OPTIMAL ESTIMATION OF PARAMETERS; Title; Copyright; Contents; Preface; 1: Introduction; Part I: Coding and information; 2: Basics of coding; 2.1 Coding and probability; 2.2 Coding and entropy; 2.3 Huffman's code; 2.4 Codes as number representations; 2.4.1 Arithmetic codes; 3: Basics of information; 3.1 Main definitions; 3.2 Mutual information; 3.2.1 Expected mutual information; 3.2.2 Maximum estimation information; Part II: Estimation; 4: Modeling problems; 4.1 Models; 4.2 General comments on estimation; 4.3 Maximum capacity; 4.4 Necessary conditions for optimality. | |
| 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. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Estimation theory. | |
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| 776 | 0 | 8 | |i Print version: |a Rissanen, Jorma. |t Optimal estimation of parameters. |d Cambridge : Cambridge University Press, 2012 |z 9781107004740 |w (DLC) 2012007503 |w (OCoLC)779244870. |
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