Statistical Estimation

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Statistical Estimation

Author : I.A. Ibragimov
Publisher : Springer Science & Business Media
ISBN 13 : 1489900276
Total Pages : 410 pages
Book Rating : 4.4/5 (899 download)

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Book Synopsis Statistical Estimation by : I.A. Ibragimov

Download or read book Statistical Estimation written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author : Joseph Hilbe
Publisher : CRC Press
ISBN 13 : 1439858039
Total Pages : 255 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Methods of Statistical Model Estimation by : Joseph Hilbe

Download or read book Methods of Statistical Model Estimation written by Joseph Hilbe and published by CRC Press. This book was released on 2016-04-19 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Introduction to Robust Estimation and Hypothesis Testing

Author : Rand R. Wilcox
Publisher : Academic Press
ISBN 13 : 0127515429
Total Pages : 610 pages
Book Rating : 4.1/5 (275 download)

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Book Synopsis Introduction to Robust Estimation and Hypothesis Testing by : Rand R. Wilcox

Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2005-01-05 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This revised book provides a thorough explanation of the foundation of robust methods, incorporating the latest updates on R and S-Plus, robust ANOVA (Analysis of Variance) and regression. It guides advanced students and other professionals through the basic strategies used for developing practical solutions to problems, and provides a brief background on the foundations of modern methods, placing the new methods in historical context. Author Rand Wilcox includes chapter exercises and many real-world examples that illustrate how various methods perform in different situations. Introduction to Robust Estimation and Hypothesis Testing, Second Edition, focuses on the practical applications of modern, robust methods which can greatly enhance our chances of detecting true differences among groups and true associations among variables. * Covers latest developments in robust regression * Covers latest improvements in ANOVA * Includes newest rank-based methods * Describes and illustrated easy to use software

Non-Regular Statistical Estimation

Author : Masafumi Akahira
Publisher : Springer Science & Business Media
ISBN 13 : 146122554X
Total Pages : 192 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Non-Regular Statistical Estimation by : Masafumi Akahira

Download or read book Non-Regular Statistical Estimation written by Masafumi Akahira and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Author : F. Liese
Publisher : Springer Science & Business Media
ISBN 13 : 0387731946
Total Pages : 696 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Statistical Decision Theory by : F. Liese

Download or read book Statistical Decision Theory written by F. Liese and published by Springer Science & Business Media. This book was released on 2008-12-30 with total page 696 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Statistical Signal Processing

Author : Louis L. Scharf
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 552 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Statistical Signal Processing by : Louis L. Scharf

Download or read book Statistical Signal Processing written by Louis L. Scharf and published by Prentice Hall. This book was released on 1991 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book embraces the many mathematical procedures that engineers and statisticians use to draw inference from imperfect or incomplete measurements. This book presents the fundamental ideas in statistical signal processing along four distinct lines: mathematical and statistical preliminaries; decision theory; estimation theory; and time series analysis.

Mathematical and Statistical Estimation Approaches in Epidemiology

Author : Gerardo Chowell
Publisher : Springer Science & Business Media
ISBN 13 : 9048123135
Total Pages : 367 pages
Book Rating : 4.0/5 (481 download)

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Book Synopsis Mathematical and Statistical Estimation Approaches in Epidemiology by : Gerardo Chowell

Download or read book Mathematical and Statistical Estimation Approaches in Epidemiology written by Gerardo Chowell and published by Springer Science & Business Media. This book was released on 2009-06-06 with total page 367 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical and Statistical Estimation Approaches in Epidemiology compiles t- oretical and practical contributions of experts in the analysis of infectious disease epidemics in a single volume. Recent collections have focused in the analyses and simulation of deterministic and stochastic models whose aim is to identify and rank epidemiological and social mechanisms responsible for disease transmission. The contributions in this volume focus on the connections between models and disease data with emphasis on the application of mathematical and statistical approaches that quantify model and data uncertainty. The book is aimed at public health experts, applied mathematicians and sci- tists in the life and social sciences, particularly graduate or advanced undergraduate students, who are interested not only in building and connecting models to data but also in applying and developing methods that quantify uncertainty in the context of infectious diseases. Chowell and Brauer open this volume with an overview of the classical disease transmission models of Kermack-McKendrick including extensions that account for increased levels of epidemiological heterogeneity. Their theoretical tour is followed by the introduction of a simple methodology for the estimation of, the basic reproduction number,R . The use of this methodology 0 is illustrated, using regional data for 1918–1919 and 1968 in uenza pandemics.

Theory of Point Estimation

Author : Erich L. Lehmann
Publisher : Springer Science & Business Media
ISBN 13 : 0387227288
Total Pages : 590 pages
Book Rating : 4.3/5 (872 download)

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Book Synopsis Theory of Point Estimation by : Erich L. Lehmann

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 590 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".

Order Statistics & Inference

Author : N. Balakrishnan
Publisher : Elsevier
ISBN 13 : 1483297497
Total Pages : 392 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Order Statistics & Inference by : N. Balakrishnan

Download or read book Order Statistics & Inference written by N. Balakrishnan and published by Elsevier. This book was released on 2014-06-28 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The literature on order statistics and inferenc eis quite extensive and covers a large number of fields ,but most of it is dispersed throughout numerous publications. This volume is the consolidtion of the most important results and places an emphasis on estimation. Both theoretical and computational procedures are presented to meet the needs of researchers, professionals, and students. The methods of estimation discussed are well-illustrated with numerous practical examples from both the physical and life sciences, including sociology,psychology,a nd electrical and chemical engineering. A complete, comprehensive bibliography is included so the book can be used both aas a text and reference.

Fundamentals of Statistical Signal Processing

Author : Steven M. Kay
Publisher : Pearson Education
ISBN 13 : 013280803X
Total Pages : 496 pages
Book Rating : 4.1/5 (328 download)

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Book Synopsis Fundamentals of Statistical Signal Processing by : Steven M. Kay

Download or read book Fundamentals of Statistical Signal Processing written by Steven M. Kay and published by Pearson Education. This book was released on 2013 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: "For those involved in the design and implementation of signal processing algorithms, this book strikes a balance between highly theoretical expositions and the more practical treatments, covering only those approaches necessary for obtaining an optimal estimator and analyzing its performance. Author Steven M. Kay discusses classical estimation followed by Bayesian estimation, and illustrates the theory with numerous pedagogical and real-world examples."--Cover, volume 1.

Statistical Signal Processing

Author : Swagata Nandi
Publisher : Springer Nature
ISBN 13 : 9811562806
Total Pages : 265 pages
Book Rating : 4.8/5 (115 download)

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Book Synopsis Statistical Signal Processing by : Swagata Nandi

Download or read book Statistical Signal Processing written by Swagata Nandi and published by Springer Nature. This book was released on 2020-08-21 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces readers to various signal processing models that have been used in analyzing periodic data, and discusses the statistical and computational methods involved. Signal processing can broadly be considered to be the recovery of information from physical observations. The received signals are usually disturbed by thermal, electrical, atmospheric or intentional interferences, and due to their random nature, statistical techniques play an important role in their analysis. Statistics is also used in the formulation of appropriate models to describe the behavior of systems, the development of appropriate techniques for estimation of model parameters and the assessment of the model performances. Analyzing different real-world data sets to illustrate how different models can be used in practice, and highlighting open problems for future research, the book is a valuable resource for senior undergraduate and graduate students specializing in mathematics or statistics.

Statistical Portfolio Estimation

Author : Masanobu Taniguchi
Publisher : CRC Press
ISBN 13 : 1466505613
Total Pages : 389 pages
Book Rating : 4.4/5 (665 download)

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Book Synopsis Statistical Portfolio Estimation by : Masanobu Taniguchi

Download or read book Statistical Portfolio Estimation written by Masanobu Taniguchi and published by CRC Press. This book was released on 2017-09-01 with total page 389 pages. Available in PDF, EPUB and Kindle. Book excerpt: The composition of portfolios is one of the most fundamental and important methods in financial engineering, used to control the risk of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, non-stationary processes, and the book provides a framework for statistical inference using local asymptotic normality (LAN). The approach is generalized for portfolio estimation, so that many important problems can be covered. This book can primarily be used as a reference by researchers from statistics, mathematics, finance, econometrics, and genomics. It can also be used as a textbook by senior undergraduate and graduate students in these fields.

Statistical Signal Processing

Author : Debasis Kundu
Publisher : Springer Science & Business Media
ISBN 13 : 8132206282
Total Pages : 132 pages
Book Rating : 4.1/5 (322 download)

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Book Synopsis Statistical Signal Processing by : Debasis Kundu

Download or read book Statistical Signal Processing written by Debasis Kundu and published by Springer Science & Business Media. This book was released on 2012-05-24 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Signal processing may broadly be considered to involve the recovery of information from physical observations. The received signal is usually disturbed by thermal, electrical, atmospheric or intentional interferences. Due to the random nature of the signal, statistical techniques play an important role in analyzing the signal. Statistics is also used in the formulation of the appropriate models to describe the behavior of the system, the development of appropriate techniques for estimation of model parameters and the assessment of the model performances. Statistical signal processing basically refers to the analysis of random signals using appropriate statistical techniques. The main aim of this book is to introduce different signal processing models which have been used in analyzing periodic data, and different statistical and computational issues involved in solving them. We discuss in detail the sinusoidal frequency model which has been used extensively in analyzing periodic data occuring in various fields. We have tried to introduce different associated models and higher dimensional statistical signal processing models which have been further discussed in the literature. Different real data sets have been analyzed to illustrate how different models can be used in practice. Several open problems have been indicated for future research.

STATISTICAL INFERENCE : THEORY OF ESTIMATION

Author : MANOJ KUMAR SRIVASTAVA
Publisher : PHI Learning Pvt. Ltd.
ISBN 13 : 812034930X
Total Pages : 817 pages
Book Rating : 4.1/5 (23 download)

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Book Synopsis STATISTICAL INFERENCE : THEORY OF ESTIMATION by : MANOJ KUMAR SRIVASTAVA

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.

Introduction to Nonparametric Estimation

Author : Alexandre B. Tsybakov
Publisher : Springer Science & Business Media
ISBN 13 : 0387790527
Total Pages : 222 pages
Book Rating : 4.3/5 (877 download)

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Book Synopsis Introduction to Nonparametric Estimation by : Alexandre B. Tsybakov

Download or read book Introduction to Nonparametric Estimation written by Alexandre B. Tsybakov and published by Springer Science & Business Media. This book was released on 2008-10-22 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed from lecture notes and ready to be used for a course on the graduate level, this concise text aims to introduce the fundamental concepts of nonparametric estimation theory while maintaining the exposition suitable for a first approach in the field.

Introduction to the New Statistics

Author : Geoff Cumming
Publisher : Routledge
ISBN 13 : 1317483375
Total Pages : 564 pages
Book Rating : 4.3/5 (174 download)

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Book Synopsis Introduction to the New Statistics by : Geoff Cumming

Download or read book Introduction to the New Statistics written by Geoff Cumming and published by Routledge. This book was released on 2016-10-04 with total page 564 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first introductory statistics text to use an estimation approach from the start to help readers understand effect sizes, confidence intervals (CIs), and meta-analysis (‘the new statistics’). It is also the first text to explain the new and exciting Open Science practices, which encourage replication and enhance the trustworthiness of research. In addition, the book explains NHST fully so students can understand published research. Numerous real research examples are used throughout. The book uses today’s most effective learning strategies and promotes critical thinking, comprehension, and retention, to deepen users’ understanding of statistics and modern research methods. The free ESCI (Exploratory Software for Confidence Intervals) software makes concepts visually vivid, and provides calculation and graphing facilities. The book can be used with or without ESCI. Other highlights include: - Coverage of both estimation and NHST approaches, and how to easily translate between the two. - Some exercises use ESCI to analyze data and create graphs including CIs, for best understanding of estimation methods. -Videos of the authors describing key concepts and demonstrating use of ESCI provide an engaging learning tool for traditional or flipped classrooms. -In-chapter exercises and quizzes with related commentary allow students to learn by doing, and to monitor their progress. -End-of-chapter exercises and commentary, many using real data, give practice for using the new statistics to analyze data, as well as for applying research judgment in realistic contexts. -Don’t fool yourself tips help students avoid common errors. -Red Flags highlight the meaning of "significance" and what p values actually mean. -Chapter outlines, defined key terms, sidebars of key points, and summarized take-home messages provide a study tool at exam time. -http://www.routledge.com/cw/cumming offers for students: ESCI downloads; data sets; key term flashcards; tips for using SPSS for analyzing data; and videos. For instructors it offers: tips for teaching the new statistics and Open Science; additional homework exercises; assessment items; answer keys for homework and assessment items; and downloadable text images; and PowerPoint lecture slides. Intended for introduction to statistics, data analysis, or quantitative methods courses in psychology, education, and other social and health sciences, researchers interested in understanding the new statistics will also appreciate this book. No familiarity with introductory statistics is assumed.

Statistical Estimation of Epidemiological Risk

Author : Kung-Jong Lui
Publisher : John Wiley & Sons
ISBN 13 : 0470094079
Total Pages : 212 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Statistical Estimation of Epidemiological Risk by : Kung-Jong Lui

Download or read book Statistical Estimation of Epidemiological Risk written by Kung-Jong Lui and published by John Wiley & Sons. This book was released on 2004-04-02 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical Estimation of Epidemiological Risk provides coverage of the most important epidemiological indices, and includes recent developments in the field. A useful reference source for biostatisticians and epidemiologists working in disease prevention, as the chapters are self-contained and feature numerous real examples. It has been written at a level suitable for public health professionals with a limited knowledge of statistics. Other key features include: Provides comprehensive coverage of the key epidemiological indices. Includes coverage of various sampling methods, and pointers to where each should be used. Includes up-to-date references and recent developments in the field. Features many real examples, emphasising the practical nature of the book. Each chapter is self-contained, allowing the book to be used as a useful reference source. Includes exercises, enabling use as a course text.