Statistical Estimation. Asymptotic Theory. Applications of Mathematics, Volume 16

I.A. Ibragimov & R.Z. Has'minskii

ISBN 10: 0387905235 ISBN 13: 9780387905235

Verlag: Springer-Verlag Publishing, 1981

Sprache: Englisch

Gebraucht Zustand: Good Hardcover

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Good++; Hardcover; Light overall wear to the covers with slightly "bumped" edge-corners; Unblemished textblock edges; Pen notations to about 15 pages, otherwise the endpapers and all text pages are clean and unmarked; The binding is excellent with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Yellow and white cloth covers with title in black lettering; 1981, Springer-Verlag Publishing; 403 pages; "Statistical Estimation. Asymptotic Theory. Applications of Mathematics, Volume 16," by I.A. Ibragimov & R.Z. Has'minskii.

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Bibliografische Details

Titel: Statistical Estimation. Asymptotic Theory. Applications of Mathematics, Volume 16
Verlag: Springer-Verlag Publishing
Erscheinungsjahr: 1981
Sprache: Englisch
ISBN-10: 0387905235
ISBN-13: 9780387905235
Einband: Hardcover
Zustand: Good

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when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap� proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to assess their quality, in terms of the mean square deviation from the parameter or perhaps in some other way. The presently accepted approach to this problem, resulting from A. Wald's contributions, is as follows: introduce a nonnegative function w(0l> ( ), Ob Oe 9 (the loss function) and given two estimators Of and O! n 2 2 the estimator for which the expected loss (risk) Eown(Oj, 0), j = 1 or 2, is smallest is called the better with respect to Wn at point 0 (here EoO is the expectation evaluated under the assumption that the true value of the parameter is 0). Obviously, such a method of comparison is not without its defects.

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Thank you for taking an interest in one of our books. We are a mail-order only bookstore located in Bellingham, WA specializing in modern out-of-print books of all genres.

If you are an international customer, we ship internationally by UPS Worldwide Expedited. The average delivery time is 1 to 2 weeks, and each shipment can be fully tracked at www.ups.com. For international shipments, it is important to provide a valid phone number with your order. Most international shipments are delivered wit...

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