Limit search to available items
Book Cover
E-book
Author Eeden, Constance van.

Title Restricted parameter space estimation problems : admissibility and minimaxity properties / Constance van Eeden
Published New York : Springer, ©2006

Copies

Description 1 online resource (x, 167 pages)
Series Lecture notes in statistics ; 188
Lecture notes in statistics (Springer-Verlag) ; v. 188.
Contents Introduction: Some history and some examples; A statement of the problem, the notation and some definitions; (In)admissibility and dominators; Minimax estimators and their admissibility; Presence of nuisance parameters; The linear model; Other properties; Existence of MLEs and algorithms to compute them
Summary Contains a review of 50 years of results on questions of admissibility and minimaxity of estimators of parameters that are restricted to closed convex subsets of Rk. This book gives an overview of known algorithms for computing maximum likelihood estimators under order-restrictions. It is intended for researchers and graduate students
Bibliography Includes bibliographical references (pages 143-159)-and indexes
Notes Print version record
In Springer e-books
Subject Parameter estimation.
MATHEMATICS -- Probability & Statistics -- General.
Parameters.
Statistiek.
Parameter estimation.
Estimation d'un paramètre.
Estimación estadística
Parameter estimation
Parameters.
Statistiek.
Form Electronic book
LC no. 2006924372
ISBN 9780387488097
038748809X
0387337474
9780387337470
1280724382
9781280724381
6610724385
9786610724383