现货 Optimal Estimation of Parameters[9781107004740]

999 九五品

库存2件

上海宝山

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作者Rissanen, Jorma

出版社Cambridge University Press

ISBN9781107004740

出版时间2012-06

装帧精装

纸张其他

页数170页

正文语种英语

上书时间2023-03-29

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商品描述: 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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