Recent Results in Estimation Theory and Related Topics PDF Download

Author: Edward J. Dudewicz
Publisher:
ISBN:
Category : Estimation theory
Languages : en
Pages : 832

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Author: James O. Berger
Publisher: Springer Science & Business Media
ISBN: 147574286X
Category : Mathematics
Languages : en
Pages : 633

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Book Description
In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.

Author: Shanti S. Gupta
Publisher: Springer Science & Business Media
ISBN: 146122618X
Category : Business & Economics
Languages : en
Pages : 535

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Book Description
The Fifth Purdue International Symposium on Statistical Decision The was held at Purdue University during the period of ory and Related Topics June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical decision theory and related areas. The format of the Fifth Symposium was different from the previous symposia in that in addition to the 54 invited papers, there were 81 papers presented in contributed paper sessions. Of the 54 invited papers presented at the sym posium, 42 are collected in this volume. The papers are grouped into a total of six parts: Part 1 - Retrospective on Wald's Decision Theory and Sequential Analysis; Part 2 - Asymptotics and Nonparametrics; Part 3 - Bayesian Analysis; Part 4 - Decision Theory and Selection Procedures; Part 5 - Probability and Probabilistic Structures; and Part 6 - Sequential, Adaptive, and Filtering Problems. While many of the papers in the volume give the latest theoretical developments in these areas, a large number are either applied or creative review papers.

Author: Johann Pfanzagl
Publisher: Springer
ISBN: 3642310842
Category : Mathematics
Languages : en
Pages : 321

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Book Description
This book presents a detailed description of the development of statistical theory. In the mid twentieth century, the development of mathematical statistics underwent an enduring change, due to the advent of more refined mathematical tools. New concepts like sufficiency, superefficiency, adaptivity etc. motivated scholars to reflect upon the interpretation of mathematical concepts in terms of their real-world relevance. Questions concerning the optimality of estimators, for instance, had remained unanswered for decades, because a meaningful concept of optimality (based on the regularity of the estimators, the representation of their limit distribution and assertions about their concentration by means of Anderson’s Theorem) was not yet available. The rapidly developing asymptotic theory provided approximate answers to questions for which non-asymptotic theory had found no satisfying solutions. In four engaging essays, this book presents a detailed description of how the use of mathematical methods stimulated the development of a statistical theory. Primarily focused on methodology, questionable proofs and neglected questions of priority, the book offers an intriguing resource for researchers in theoretical statistics, and can also serve as a textbook for advanced courses in statisticc.

Author: Daniel Alpay
Publisher: Birkhäuser
ISBN: 3034882157
Category : Mathematics
Languages : en
Pages : 420

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Book Description
This volume is dedicated to Harry Dym, a leading expert in operator theory, on the occasion of his sixtieth birthday. The book opens with an autobiographical sketch, a list of publications and a personal account of I. Gohberg on his collaboration with Harry Dym. The mathematical papers cover Krein space operator theory, Schur analysis and interpolation, several complex variables and Riemann surfaces, matrix theory, system theory, and differential equations and mathematical physics. The book is of interest to a wide audience of pure and applied mathematicians, electrical engineers and theoretical physicists.

Author: Debasis Kundu
Publisher: Alpha Science Int'l Ltd.
ISBN: 9781842652022
Category : Computers
Languages : en
Pages : 440

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Book Description
Statistical Computing: Existing Methods and Recent Developments attempts to provide a state of the art account of existing methods and recent developments in the so called new field of Statistical Computing. Fourteen different chapters deal with a wide range of topics. This includes introductory topics such as the basic numerical analysis methods, random number generation, graphical techniques used in statistical data analysis and other areas. It also covers the more specialized techniques such as the EM algorithm, genetic algorithms, nonparametric smoothing techniques, resampling methods, and artificial neural network models, to name a few. In addition, the volume also deals with the computational issues involved in the analysis of mixture models, adaptive designs, weighted distributions, and statistical signal processing, topics which are unlikely to be covered in a standard text on Statistical Computing.

Author: Harry Dym
Publisher: Springer Science & Business Media
ISBN: 3034802218
Category : Mathematics
Languages : en
Pages : 635

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Book Description
This book is dedicated to the memory of Israel Gohberg (1928–2009) – one of the great mathematicians of our time – who inspired innumerable fellow mathematicians and directed many students. The volume reflects the wide spectrum of Gohberg’s mathematical interests. It consists of more than 25 invited and peer-reviewed original research papers written by his former students, co-authors and friends. Included are contributions to single and multivariable operator theory, commutative and non-commutative Banach algebra theory, the theory of matrix polynomials and analytic vector-valued functions, several variable complex function theory, and the theory of structured matrices and operators. Also treated are canonical differential systems, interpolation, completion and extension problems, numerical linear algebra and mathematical systems theory.

Author: James E. Gentle
Publisher: Springer Science & Business Media
ISBN: 3642215513
Category : Computers
Languages : en
Pages : 1180

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Book Description
The Handbook of Computational Statistics - Concepts and Methods (second edition) is a revision of the first edition published in 2004, and contains additional comments and updated information on the existing chapters, as well as three new chapters addressing recent work in the field of computational statistics. This new edition is divided into 4 parts in the same way as the first edition. It begins with "How Computational Statistics became the backbone of modern data science" (Ch.1): an overview of the field of Computational Statistics, how it emerged as a separate discipline, and how its own development mirrored that of hardware and software, including a discussion of current active research. The second part (Chs. 2 - 15) presents several topics in the supporting field of statistical computing. Emphasis is placed on the need for fast and accurate numerical algorithms, and some of the basic methodologies for transformation, database handling, high-dimensional data and graphics treatment are discussed. The third part (Chs. 16 - 33) focuses on statistical methodology. Special attention is given to smoothing, iterative procedures, simulation and visualization of multivariate data. Lastly, a set of selected applications (Chs. 34 - 38) like Bioinformatics, Medical Imaging, Finance, Econometrics and Network Intrusion Detection highlight the usefulness of computational statistics in real-world applications.

Author: Leonard C Maclean
Publisher: World Scientific
ISBN: 981441736X
Category : Business & Economics
Languages : en
Pages : 941

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Book Description
This handbook in two parts covers key topics of the theory of financial decision making. Some of the papers discuss real applications or case studies as well. There are a number of new papers that have never been published before especially in Part II.Part I is concerned with Decision Making Under Uncertainty. This includes subsections on Arbitrage, Utility Theory, Risk Aversion and Static Portfolio Theory, and Stochastic Dominance. Part II is concerned with Dynamic Modeling that is the transition for static decision making to multiperiod decision making. The analysis starts with Risk Measures and then discusses Dynamic Portfolio Theory, Tactical Asset Allocation and Asset-Liability Management Using Utility and Goal Based Consumption-Investment Decision Models.A comprehensive set of problems both computational and review and mind expanding with many unsolved problems are in an accompanying problems book. The handbook plus the book of problems form a very strong set of materials for PhD and Masters courses both as the main or as supplementary text in finance theory, financial decision making and portfolio theory. For researchers, it is a valuable resource being an up to date treatment of topics in the classic books on these topics by Johnathan Ingersoll in 1988, and William Ziemba and Raymond Vickson in 1975 (updated 2nd edition published in 2006).

Author: Jerry M. Mendel
Publisher: Pearson Education
ISBN: 0132440792
Category : Technology & Engineering
Languages : en
Pages : 891

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Book Description
Estimation theory is a product of need and technology. As a result, it is an integral part of many branches of science and engineering. To help readers differentiate among the rich collection of estimation methods and algorithms, this book describes in detail many of the important estimation methods and shows how they are interrelated. Written as a collection of lessons, this book introduces readers o the general field of estimation theory and includes abundant supplementary material.