£65.94

Cambridge University Press Optimal Estimation of Parameters

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£69.14 £30.42 £38.87 £47.32 £55.76 £64.21 £72.66 22 February 2026 12 March 2026 31 March 2026 19 April 2026 08 May 2026

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Description

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.

Key Features

Used Book in Good Condition

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
07 June 2012
Listed Since
08 December 2011

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No barcode data available

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