Optimal Estimation of Parameters (Hardcover, New)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Release date:	June 2012
First published:	June 2012
Authors:	Jorma Rissanen
Dimensions:	254 x 178 x 12mm (L x W x T)
Format:	Hardcover
Pages:	170
Edition:	New
ISBN-13:	978-1-107-00474-0
Categories:	Books > Reference & Interdisciplinary > Communication studies > Information theory > General Promotions
LSN:	1-107-00474-8
Barcode:	9781107004740

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