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...
Gardado en:
| Autor Principal: | |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Edición: | 1st ed. 2006. |
| Series: | Lecture Notes in Statistics
188 |
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Table des matières:
- 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