Optimal estimation of parameters / (Record no. 526045)
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000 -LEADER | |
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fixed length control field | 01828cam a2200181 i 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9781107004740 (hardback) |
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.544 |
Item number | RIS |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Rissanen, Jorma |
245 10 - TITLE STATEMENT | |
Title | Optimal estimation of parameters / |
Statement of responsibility, etc. | by Jorma Rissanen |
260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
Place of publication, distribution, etc. | Cambridge : |
Name of publisher, distributor, etc. | Cambridge University Press, |
Date of publication, distribution, etc. | 2012. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 162p. : |
504 ## - BIBLIOGRAPHY, ETC. NOTE | |
Bibliography, etc. note | Includes bibliographical references (pages [156]-160) and index. |
505 8# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 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. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | "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"-- |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Estimation theory. |
856 42 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://assets.cambridge.org/97811070/04740/cover/9781107004740.jpg">http://assets.cambridge.org/97811070/04740/cover/9781107004740.jpg</a> |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | Book |
Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
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Dept. of Statistics | Dept. of Statistics | Processing Center | 26/11/2021 | 519.544 RIS | STA10457 | 26/11/2021 | 26/11/2021 | Book |