Restricted parameter space estimation problems : admissibility and minimaxity properties
This monograph contains a critical 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 . It presents results of approximately 300 mostly-published papers on the subject, and points out relationships...
Bewaard in:
| Hoofdauteur: | |
|---|---|
| Formaat: | Livre numérique |
| Taal: | Anglais |
| Gepubliceerd in: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Editie: | 1st ed. 2006. |
| Reeks: | Lecture Notes in Statistics
188 |
| Onderwerpen: | |
| Online toegang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Opmerking: |
Description d'après consultation du 20 avril 2011 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Restricted parameter space estimation problems, admissibility and minimaxity properties, Constance van Eeden, New York, Springer, 2006, 1 vol. (X-167 p.), Lecture notes in statistics, 0-387-33747-4 • Restricted Parameter Space Estimation Problems, Texte imprimé, 9780387513553 • Restricted parameter space estimation problems, admissibility and minimaxity properties, Constance van Eeden, New York, Springer, 2006, 1 vol. (X-167 p.), Lecture notes in statistics, 0-387-33747-4 |
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| 100 | 1 | |a Eeden, Constance van, |d 1927- | |
| 245 | 1 | 0 | |a Restricted parameter space estimation problems : |b admissibility and minimaxity properties |c Constance Eeden. |
| 250 | |a 1st ed. 2006. | ||
| 260 | |a New York, NY : |b Springer New York. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture Notes in Statistics |v 188 |x 2197-7186 | |
| 500 | |a Description d'après consultation du 20 avril 2011 | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. p. [143]-159. Index | ||
| 505 | 1 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This monograph contains a critical 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 . It presents results of approximately 300 mostly-published papers on the subject, and points out relationships between them as well as open problems. The book does not touch on the subject of testing hypotheses for such parameter spaces. It does give an overview of known algorithms for computing maximum likelihood estimators under order-restrictions. The book should be valuable as a reference for researchers and graduate students looking for what is known and unknown in the area of restricted parameter-space-estimation. It assumes a good knowledge of decision theory. Constance van Eeden is Professeur émérite at the Université de Montréal, Honorary Professor at The University of British Columbia, and Professeure associée at the Université du Québec à Montréal. She previously held appointments at the Centrum voor Wiskunde en Informatica (1951 1960), Michigan State University (1960 1961), University of Minnesota (1961 1965), and Université de Montréal (1965 1989). She was a General Editor of Statistical Theory and Method Abstracts (1990 2004) and Associate Editor of the Annals of Statistics (1974 1977), The Canadian Journal of Statistics (1980 1994) and Annales des sciences mathématiques du Québec (1986 1998). She is a reviewer for Mathematical Reviews and a member of the Noether Award Committee. The Statistical Society of Canada awarded her their Gold Medal in 1990 and the Département de mathématiques et de statistique at the Université de Montréal named their yearly prize for the best-finishing undergraduate student in actuarial studies or statistics, the Prix Constance-van-Eeden. She is a Fellow of the Institute of Mathematical Statistics and of the American Statistical Association, and an Elected Member of the International Statistical Institute. She (co-)authored 66 papers in refereed journals, as well as two books and (co-)supervised 14 PhD and 19 MSc students | ||
| 650 | |a Estimation de paramètres | ||
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