Optimal estimation of parameters / (Record no. 526045)

MARC details
000 -LEADER
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
Holdings
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
        Dept. of Statistics Dept. of Statistics Processing Center 26/11/2021   519.544 RIS STA10457 26/11/2021 26/11/2021 Book