Téléchargez le livre : Statistical Estimation for Truncated Exponential Families

Statistical Estimation for Truncated Exponential Families

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Éditeur :

Springer


Collection :

SpringerBriefs in Statistics

Paru le : 2017-07-26

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Description


This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers understand the meaning and implications of both regularity and irregularity through a certain family of distributions. In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. This focus includes the (truncated) Pareto distribution, which is widely used in various fields such as finance, physics, hydrology, geology, astronomy, and other disciplines. The family is essential in that it links both regular and nonregular distributions, as it becomes a regular exponential family if the truncation parameter is known. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter. In order to obtain more information on the truncation, the Bayesian approach is also considered. Further, the application to some useful truncated distributions is discussed. The illustrated clarification of the nonregular structure provides researchers and practitioners with a solid basis for further research and applications.
Pages
122 pages
Collection
SpringerBriefs in Statistics
Parution
2017-07-26
Marque
Springer
EAN papier
9789811052958
EAN PDF
9789811052965
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
12
Taille du fichier
2396 Ko
Prix
52,74 €
EAN EPUB
9789811052965
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
12
Taille du fichier
3348 Ko
Prix
52,74 €

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