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中图分类法:
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O212 版次： |
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著者:
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Rissanen, Jorma. |
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题名:
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Optimal estimation of parameters / / , |
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出版发行:
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出版地： Cambridge : 出版社： Cambridge University Press, 出版日期： 2012. |
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载体形态:
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vi, 162 pages ; 26 cm |
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内容提要:
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"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"--Provided by publisher. |
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主题词:
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Estimation theory. |
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索书号:
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0 |