{"product_id":"optimal-estimation-of-parameters-jorma-rissanen-9781107004740","title":"Optimal Estimation of Parameters","description":"This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to a generalized maximum capacity estimator. This approach allows the optimal estimation of real-valued parameters, their number and intervals, as well as providing common ground for explaining the power of these estimators. Beginning with a review of coding and the key properties of information, the author goes on to discuss the techniques of estimation and develops the generalized maximum capacity estimator, based on a new form of Shannon's mutual information and channel capacity. Applications of this powerful technique in hypothesis testing and denoising are described in detail. Offering an original and thought-provoking perspective on estimation theory, Jorma Rissanen's book is of interest to graduate students and researchers in the fields of information theory, probability and statistics, econometrics and finance.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Jorma Rissanen\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1107004748\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781107004740\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/07\/2012\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 170\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.80h x 6.80w x 0.50d","brand":"Jorma Rissanen","offers":[{"title":"Hardcover","offer_id":47423312429311,"sku":"9781107004740","price":170.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_3bb2eb2f-c909-4e5d-91ca-b1918f0e7aea.jpg?v=1761528489","url":"https:\/\/www.whiterainbookhouse.com\/products\/optimal-estimation-of-parameters-jorma-rissanen-9781107004740","provider":"WR Book House","version":"1.0","type":"link"}