Statistical Estimation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Statistical Estimation write by I.A. Ibragimov. This book was released on 2013-11-11. Statistical Estimation available in PDF, EPUB and Kindle. when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to assess their quality, in terms of the mean square deviation from the parameter or perhaps in some other way. The presently accepted approach to this problem, resulting from A. Wald's contributions, is as follows: introduce a nonnegative function w(0l> ( ), Ob Oe 9 (the loss function) and given two estimators Of and O! n 2 2 the estimator for which the expected loss (risk) Eown(Oj, 0), j = 1 or 2, is smallest is called the better with respect to Wn at point 0 (here EoO is the expectation evaluated under the assumption that the true value of the parameter is 0). Obviously, such a method of comparison is not without its defects.
Methods of Statistical Model Estimation
Methods of Statistical Model Estimation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Methods of Statistical Model Estimation write by Joseph Hilbe. This book was released on 2016-04-19. Methods of Statistical Model Estimation available in PDF, EPUB and Kindle. Methods of Statistical Model Estimation examines the most important and popular methods used to estimate parameters for statistical models and provide informative model summary statistics. Designed for R users, the book is also ideal for anyone wanting to better understand the algorithms used for statistical model fitting.The text presents algorith
Non-Regular Statistical Estimation
Non-Regular Statistical Estimation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Non-Regular Statistical Estimation write by Masafumi Akahira. This book was released on 1995-08-18. Non-Regular Statistical Estimation available in PDF, EPUB and Kindle. In order to obtain many of the classical results in the theory of statistical estimation, it is usual to impose regularity conditions on the distributions under consideration. In small sample and large sample theories of estimation there are well established sets of regularity conditions, and it is worth while to examine what may follow if any one of these regularity conditions fail to hold. "Non-regular estimation" literally means the theory of statistical estimation when some or other of the regularity conditions fail to hold. In this monograph, the authors present a systematic study of the meaning and implications of regularity conditions, and show how the relaxation of such conditions can often lead to surprising conclusions. Their emphasis is on considering small sample results and to show how pathological examples may be considered in this broader framework.
Non-Regular Statistical Estimation
Non-Regular Statistical Estimation - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Non-Regular Statistical Estimation write by Masafumi Akahira. This book was released on 2012-12-06. Non-Regular Statistical Estimation available in PDF, EPUB and Kindle. In order to obtain many of the classical results in the theory of statistical estimation, it is usual to impose regularity conditions on the distributions under consideration. In small sample and large sample theories of estimation there are well established sets of regularity conditions, and it is worth while to examine what may follow if any one of these regularity conditions fail to hold. "Non-regular estimation" literally means the theory of statistical estimation when some or other of the regularity conditions fail to hold. In this monograph, the authors present a systematic study of the meaning and implications of regularity conditions, and show how the relaxation of such conditions can often lead to surprising conclusions. Their emphasis is on considering small sample results and to show how pathological examples may be considered in this broader framework.
Statistical Decision Theory
Statistical Decision Theory - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Statistical Decision Theory write by F. Liese. This book was released on 2008-12-30. Statistical Decision Theory available in PDF, EPUB and Kindle. For advanced graduate students, this book is a one-stop shop that presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. All of the major topics are introduced at an elementary level, then developed incrementally to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. The authors present a rigorous account of the concepts and a broad treatment of the major results of classical finite sample size decision theory and modern asymptotic decision theory. With its broad coverage of decision theory, this book fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.
