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Author : Eduard N. Belitser
Publisher :
ISBN 13 :
Total Pages : 148 pages
Book Rating : 4.F/5 ( download)
Download or read book Minimax Estimation in Regression and Random Censorship Models written by Eduard N. Belitser and published by . This book was released on 2000 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yonina C. Eldar
Publisher : Now Publishers Inc
ISBN 13 : 1601981309
Total Pages : 159 pages
Book Rating : 4.6/5 (19 download)
Download or read book Rethinking Biased Estimation written by Yonina C. Eldar and published by Now Publishers Inc. This book was released on 2008 with total page 159 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rethinking Biased Estimation discusses methods to improve the accuracy of unbiased estimators used in many signal processing problems. At the heart of the proposed methodology is the use of the mean-squared error (MSE) as the performance criteria. One of the prime goals of statistical estimation theory is the development of performance bounds when estimating parameters of interest in a given model, as well as constructing estimators that achieve these limits. When the parameters to be estimated are deterministic, a popular approach is to bound the MSE achievable within the class of unbiased estimators. Although it is well-known that lower MSE can be obtained by allowing for a bias, in applications it is typically unclear how to choose an appropriate bias. Rethinking Biased Estimation introduces MSE bounds that are lower than the unbiased Cramer-Rao bound (CRB) for all values of the unknowns. It then presents a general framework for constructing biased estimators with smaller MSE than the standard maximum-likelihood (ML) approach, regardless of the true unknown values. Specializing the results to the linear Gaussian model, it derives a class of estimators that dominate least-squares in terms of MSE. It also introduces methods for choosing regularization parameters in penalized ML estimators that outperform standard techniques such as cross validation.
Author : Workshop on Linear Minimax Estimation - Theory and Practice
Publisher :
ISBN 13 :
Total Pages : 126 pages
Book Rating : 4.:/5 (246 download)
Download or read book Minimax Estimation written by Workshop on Linear Minimax Estimation - Theory and Practice and published by . This book was released on 1996 with total page 126 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Aleksandr Petrovich Korostelev
Publisher : American Mathematical Soc.
ISBN 13 : 0821852833
Total Pages : 258 pages
Book Rating : 4.8/5 (218 download)
Download or read book Mathematical Statistics written by Aleksandr Petrovich Korostelev and published by American Mathematical Soc.. This book was released on 2011 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: iPositive Give a man a fish, he eats for a day, but if you teach him to fish, you feed him for life. Such is the approach of iPositive. One day at the gym doesnt make a person fit for life; its a consistent dedication to getting the body in shape that eventually yields results. The lessons in iPositive work in much the same way: They challenge the reader to work to keep the mind in shape. The book is a powerful guide to personal happiness through positivity. Its concepts provide empowerment to overcome self-doubt, disbelief and inferiority complexes in order to transcend the negativity in life. iPositive is geared toward helping individuals become more focused on the things they most want in life, like happiness, love and success, or banish anchors that may be weighting them down, like stress, smoking or excess weight. The book gives readers the practical means to become more focused on those things they want in life, and serves as an inspirational manual for a life of fulfillment, and strength in body, mind and spirit.
Author : MANOJ KUMAR SRIVASTAVA
Publisher : PHI Learning Pvt. Ltd.
ISBN 13 : 812034930X
Total Pages : 817 pages
Book Rating : 4.1/5 (23 download)
Download or read book STATISTICAL INFERENCE : THEORY OF ESTIMATION written by MANOJ KUMAR SRIVASTAVA and published by PHI Learning Pvt. Ltd.. This book was released on 2014-04-03 with total page 817 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is sequel to a book Statistical Inference: Testing of Hypotheses (published by PHI Learning). Intended for the postgraduate students of statistics, it introduces the problem of estimation in the light of foundations laid down by Sir R.A. Fisher (1922) and follows both classical and Bayesian approaches to solve these problems. The book starts with discussing the growing levels of data summarization to reach maximal summarization and connects it with sufficient and minimal sufficient statistics. The book gives a complete account of theorems and results on uniformly minimum variance unbiased estimators (UMVUE)—including famous Rao and Blackwell theorem to suggest an improved estimator based on a sufficient statistic and Lehmann-Scheffe theorem to give an UMVUE. It discusses Cramer-Rao and Bhattacharyya variance lower bounds for regular models, by introducing Fishers information and Chapman, Robbins and Kiefer variance lower bounds for Pitman models. Besides, the book introduces different methods of estimation including famous method of maximum likelihood and discusses large sample properties such as consistency, consistent asymptotic normality (CAN) and best asymptotic normality (BAN) of different estimators. Separate chapters are devoted for finding Pitman estimator, among equivariant estimators, for location and scale models, by exploiting symmetry structure, present in the model, and Bayes, Empirical Bayes, Hierarchical Bayes estimators in different statistical models. Systematic exposition of the theory and results in different statistical situations and models, is one of the several attractions of the presentation. Each chapter is concluded with several solved examples, in a number of statistical models, augmented with exposition of theorems and results. KEY FEATURES • Provides clarifications for a number of steps in the proof of theorems and related results., • Includes numerous solved examples to improve analytical insight on the subject by illustrating the application of theorems and results. • Incorporates Chapter-end exercises to review student’s comprehension of the subject. • Discusses detailed theory on data summarization, unbiased estimation with large sample properties, Bayes and Minimax estimation, separately, in different chapters.
Author : Randall K. Bahr
Publisher :
ISBN 13 :
Total Pages : 320 pages
Book Rating : 4.:/5 (89 download)
Download or read book Minimax Estimation of Non-random Signals written by Randall K. Bahr and published by . This book was released on 1986 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Stanisław Trybula
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.3/5 (121 download)
Download or read book Some Investigations in Minimax Estimation Theory written by Stanisław Trybula and published by . This book was released on 1985 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Michael William Trosset
Publisher :
ISBN 13 :
Total Pages : 154 pages
Book Rating : 4.:/5 (29 download)
Download or read book Minimax Estimation with Side Conditions written by Michael William Trosset and published by . This book was released on 1983 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Soebanar
Publisher :
ISBN 13 :
Total Pages : 232 pages
Book Rating : 4.:/5 (89 download)
Download or read book Minimax Estimation with Respect to Restricted Parameter Sets written by Soebanar and published by . This book was released on 1987 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : A.P. Korostelev
Publisher : Springer Science & Business Media
ISBN 13 : 1461227127
Total Pages : 272 pages
Book Rating : 4.4/5 (612 download)
Download or read book Minimax Theory of Image Reconstruction written by A.P. Korostelev and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: There exists a large variety of image reconstruction methods proposed by different authors (see e. g. Pratt (1978), Rosenfeld and Kak (1982), Marr (1982)). Selection of an appropriate method for a specific problem in image analysis has been always considered as an art. How to find the image reconstruction method which is optimal in some sense? In this book we give an answer to this question using the asymptotic minimax approach in the spirit of Ibragimov and Khasminskii (1980a,b, 1981, 1982), Bretagnolle and Huber (1979), Stone (1980, 1982). We assume that the image belongs to a certain functional class and we find the image estimators that achieve the best order of accuracy for the worst images in the class. This concept of optimality is rather rough since only the order of accuracy is optimized. However, it is useful for comparing various image reconstruction methods. For example, we show that some popular methods such as simple linewise processing and linear estimation are not optimal for images with sharp edges. Note that discontinuity of images is an important specific feature appearing in most practical situations where one has to distinguish between the "image domain" and the "background" . The approach of this book is based on generalization of nonparametric regression and nonparametric change-point techniques. We discuss these two basic problems in Chapter 1. Chapter 2 is devoted to minimax lower bounds for arbitrary estimators in general statistical models.
Author : George Casella
Publisher :
ISBN 13 :
Total Pages : 348 pages
Book Rating : 4.3/5 ( download)
Download or read book Minimax Ridge Regression Estimation written by George Casella and published by . This book was released on 1977 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James Berger
Publisher : Springer Science & Business Media
ISBN 13 : 147571727X
Total Pages : 440 pages
Book Rating : 4.4/5 (757 download)
Download or read book Statistical Decision Theory written by James Berger and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: Decision theory is generally taught in one of two very different ways. When of opti taught by theoretical statisticians, it tends to be presented as a set of mathematical techniques mality principles, together with a collection of various statistical procedures. When useful in establishing the optimality taught by applied decision theorists, it is usually a course in Bayesian analysis, showing how this one decision principle can be applied in various practical situations. The original goal I had in writing this book was to find some middle ground. I wanted a book which discussed the more theoretical ideas and techniques of decision theory, but in a manner that was constantly oriented towards solving statistical problems. In particular, it seemed crucial to include a discussion of when and why the various decision prin ciples should be used, and indeed why decision theory is needed at all. This original goal seemed indicated by my philosophical position at the time, which can best be described as basically neutral. I felt that no one approach to decision theory (or statistics) was clearly superior to the others, and so planned a rather low key and impartial presentation of the competing ideas. In the course of writing the book, however, I turned into a rabid Bayesian. There was no single cause for this conversion; just a gradual realization that things seemed to ultimately make sense only when looked at from the Bayesian viewpoint.
Author : Sam Efromovich
Publisher : Springer Science & Business Media
ISBN 13 : 0387226389
Total Pages : 423 pages
Book Rating : 4.3/5 (872 download)
Download or read book Nonparametric Curve Estimation written by Sam Efromovich and published by Springer Science & Business Media. This book was released on 2008-01-19 with total page 423 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic, comprehensive, and unified account of modern nonparametric statistics of density estimation, nonparametric regression, filtering signals, and time series analysis. The companion software package, available over the Internet, brings all of the discussed topics into the realm of interactive research. Virtually every claim and development mentioned in the book is illustrated with graphs which are available for the reader to reproduce and modify, making the material fully transparent and allowing for complete interactivity.
Author : Constance van Eeden
Publisher : Springer Science & Business Media
ISBN 13 : 038748809X
Total Pages : 172 pages
Book Rating : 4.3/5 (874 download)
Download or read book Restricted Parameter Space Estimation Problems written by Constance van Eeden and published by Springer Science & Business Media. This book was released on 2006-12-15 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph is addressed to anyone interested in the subject of restrict- parameter-space estimation, and in particular to those who want to learn, or bring their knowledge up to date, about (in)admissibility and minimaxity problems for such parameter spaces. The coverage starts in the early 1950s when the subject of inference for - stricted parameter spaces began to be studied and ends around the middle of 2004. It presents known, and also some new, results on (in)admissibility and minimaxity for nonsequential point estimation problems in restricted ?ni- dimensional parameter spaces. Relationships between various results are d- cussed and open problems are pointed out. Few complete proofs are given, but outlines of proofs are often supplied. The reader is always referred to the published papers and often results are clari?ed by presenting examples of the kind of problems an author solves, or of problems that cannot be solved by a particular result. The monograph does not touch on the subject of testing hypotheses in - stricted parameter spaces. The latest books on that subject are by Robertson, Wright and Dykstra (1988) and Akkerboom (1990), but many new results in that area have been obtained since. The monograph does have a chapter in which questions about the existence of maximum likelihood estimators are discussed. Some of their properties are also given there as well as some algorithms for computing them. Most of these results cannot be found in the Robertson, Wright, Dykstra book.
Author : Marc Moore
Publisher : IMS
ISBN 13 : 9780940600577
Total Pages : 532 pages
Book Rating : 4.6/5 (5 download)
Download or read book Mathematical Statistics and Applications written by Marc Moore and published by IMS. This book was released on 2003 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Erich L. Lehmann
Publisher : Springer Science & Business Media
ISBN 13 : 0387227288
Total Pages : 610 pages
Book Rating : 4.3/5 (872 download)
Download or read book Theory of Point Estimation written by Erich L. Lehmann and published by Springer Science & Business Media. This book was released on 2006-05-02 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second, much enlarged edition by Lehmann and Casella of Lehmann's classic text on point estimation maintains the outlook and general style of the first edition. All of the topics are updated, while an entirely new chapter on Bayesian and hierarchical Bayesian approaches is provided, and there is much new material on simultaneous estimation. Each chapter concludes with a Notes section which contains suggestions for further study. This is a companion volume to the second edition of Lehmann's "Testing Statistical Hypotheses".
Author : Donald Andrew Dawson
Publisher : American Mathematical Soc.
ISBN 13 : 9780821810637
Total Pages : 492 pages
Book Rating : 4.8/5 (16 download)
Download or read book Stochastic Models written by Donald Andrew Dawson and published by American Mathematical Soc.. This book was released on 2000 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the refereed proceedings of the International Conference on Stochastic Models held in Ottawa (ON, Canada) in honor of Professor Donald A. Dawson. Contributions to the volume were written by students and colleagues of Professor Dawson, many of whom are eminent researchers in their own right. A main theme of the book is the development and study of the Dawson-Watanabe "superprocess", a fundamental building block in modelling interaction particle systems undergoing reproduction and movement. The volume also contains an excellent review article by Professor Dawson and a complete list of his work. This comprehensive work offers a wide assortment of articles on Markov processes, branching processes, mathematical finance, filtering, queueing networks, time series, and statistics. It should be of interest to a broad mathematical audience.
