Verfügbarkeit: Non-regular statistical estimation | Technische Universität München

Non-regular statistical estimation:

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Bibliographische Detailangaben
Beteiligte Personen:	Akahira, Masafumi 1945- (VerfasserIn), Takeuchi, Kei 1933- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	New York [u.a.] Springer 1995
Schriftenreihe:	Lecture notes in statistics 107
Schlagwörter:	Estimation, Théorie de l' Estimation, théorie de l' Schattingstheorie Statistiek Statistique mathématique Statistik Mathematical statistics Estimation theory Schätztheorie
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006955707&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	VIII, 183 S. graph. Darst.
ISBN:	0387945784

Internformat

MARC


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Datensatz im Suchindex

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adam_text	MASAFUMI AKAHIRA KEI TAKEUCHI NON-REGULAR STATISTICAL ESTIMATION SPRINGER CONTENTS CHAPTER 1. GENERAL DISCUSSIONS ON UNBIASED ESTIMATION 1 1.1. FORMULATION 1 1.2. UNDOMINATED CASE 3 1.3. THE SUPPORT DEPENDING ON THE PARAMETER 5 1.4. DISCRETE PARAMETER SET 11 1.5. DISCONTINUOUS AND NON-DIFFERENTIABLE DENSITY 13 1.6. NON SQUARE-INTEGRABLE LIKELIHOOD RATIO 15 1.7. ASYMPTOTIC THEORY FOR NON-REGULAR CASES 16 1.8. ASYMPTOTIC BAYES POSTERIOR DISTRIBUTION OF THE PARAMETER IN NON-REGULAR CASES 16 1.9. OVERVIEW 18 CHAPTER 2. LOWER BOUND FOR THE VARIANCE OF UNBIASED ESTIMATORS . . 20 2.1. MINIMUM VARIANCE 20 2.2. BHATTACHARYYA TYPE BOUND FOR THE VARIANCE OF UNBIASED ESTIMATORS IN NON-REGULAR CASES 25 2.3. LOWER BOUND FOR THE VARIANCE OF UNBIASED ESTIMATORS FOR ONE-DIRECTIONAL DISTRIBUTIONS 33 2.4. A SECOND TYPE OF ONE-DIRECTIONAL DISTRIBUTION AND THE LOWER BOUND FOR THE VARIANCE OF UNBIASED ESTIMATORS . . . 44 2.5. LOCALLY MINIMUM VARIANCE UNBIASED ESTIMATION 49 CHAPTER 3. AMOUNTS OF INFORMATION AND THE MINIMUM VARIANCE UNBIASED ESTIMATION 61 3.1. FISHER INFORMATION AND THE MINIMUM VARIANCE UNBIASED ESTIMATION 61 3.2. EXAMPLES ON UNBIASED ESTIMATORS WITH ZERO VARIANCE . . . 63 3.3. A DEFINITION OF THE GENERALIZED AMOUNT OF INFORMATION . . 65 3.4. EXAMPLES ON THE GENERALIZED AMOUNT OF INFORMATION . . . 68 3.5. ORDER OF CONSISTENCY 77 CHAPTER 4. LOSS OF INFORMATION ASSOCIATED WITH THE ORDER STATISTICS AND RELATED ESTIMATORS IN THE CASE OF DOUBLE EXPONENTIAL DISTRIBUTIONS 84 4.1. LOSS OF INFORMATION OF THE ORDER STATISTICS 84 4.2. THE ASYMPTOTIC LOSS OF INFORMATION 87 4.3. PROOFS OF THEOREMS IN SECTION 4.2 91 4.4. DISCRETIZED LIKELIHOOD ESTIMATION 94 4.5. SECOND ORDER ASYMPTOTIC COMPARISON OF THE DISCRETIZED LIKELIHOOD ESTIMATOR WITH OTHERS 99 CHAPTER 5. ESTIMATION OF A COMMON PARAMETER FOR POOLED SAMPLES FROM THE UNIFORM DISTRIBUTIONS AND THE DOUBLE EXPONENTIAL DISTRIBUTIONS 104 5.1. ESTIMATORS OF A COMMON PARAMETER FOR THE UNIFORM DISTRIBUTIONS 104 VIII 5.2. COMPARISON OF THE QUASI-MLE, THE WEIGHTED ESTIMATOR AND OTHERS FOR THE UNIFORM DISTRIBUTIONS 107 5.3. ESTIMATORS OF A COMMON PARAMETER FOR THE DOUBLE EXPONENTIAL DISTRIBUTIONS 113 5.4. SECOND ORDER ASYMPTOTIC COMPARISON OF THE ESTIMATORS FOR THE DOUBLE EXPONENTIAL DISTRIBUTIONS 115 CHAPTER 6. HIGHER ORDER ASYMPTOTICS IN ESTIMATION FOR TWO-SIDED WEIBULL TYPE DISTRIBUTIONS 124 6.1. THE 2A-TH ORDER ASYMPTOTIC BOUND FOR THE DISTRIBUTION OF 2A-TH ORDER AMU ESTIMATORS 124 6.2. PROOFS OF LEMMAS AND THEOREM IN SECTION 6.1 127 6.3. THE 2A-TH ORDER ASYMPTOTIC DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR 135 6.4. THE AMOUNT OF THE LOSS OF ASYMPTOTIC INFORMATION OF THE MAXIMUM LIKELIHOOD ESTIMATOR 145 CHAPTER 7. 3/2-TH AND SECOND ORDER ASYMPTOTICS OF THE GENERALIZED BAYES ESTIMATORS FOR A FAMILY OF TRUNCATED DISTRIBUTIONS 147 7.1. DEFINITIONS AND ASSUMPTIONS 147 7.2. GENERALIZED BAYES ESTIMATORS FOR A FAMILY OF TRUNCATED DISTRIBUTIONS 149 7.3. SECOND ORDER ASYMPTOTIC BOUND IN SYMMETRICALLY TRUNCATED DENSITIES 155 7.4. MAXIMUM PROBABILITY ESTIMATION 158 7.5. EXAMPLES 164 7.6. SOME REMARKS 165 SUPPLEMENT. THE BOUND FOR THE ASYMPTOTIC DISTRIBUTION OF ESTIMATORS WHEN THE MAXIMUM ORDER OF CONSISTENCY DEPENDS ON THE PARAMETER 166 5.1. ORDER OF CONSISTENCY DEPENDING ON THE PARAMETER . . . . 166 5.2. THE BOUND FOR THE ASYMPTOTIC DISTRIBUTION OF AMU ESTIMATORS IN THE AUTOREGRESSIVE PROCESS 169 REFERENCES 175 SUBJECT INDEX 182
any_adam_object	1
author	Akahira, Masafumi 1945- Takeuchi, Kei 1933-
author_GND	(DE-588)1089239793 (DE-588)170069389
author_facet	Akahira, Masafumi 1945- Takeuchi, Kei 1933-
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dewey-search	519.5/44 519.5/44 20
dewey-sort	3519.5 244
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discipline	Mathematik Wirtschaftswissenschaften
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physical	VIII, 183 S. graph. Darst.
publishDate	1995
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record_format	marc
series	Lecture notes in statistics
series2	Lecture notes in statistics
spellingShingle	Akahira, Masafumi 1945- Takeuchi, Kei 1933- Non-regular statistical estimation Lecture notes in statistics Estimation, Théorie de l' Estimation, théorie de l' ram Schattingstheorie gtt Statistiek gtt Statistique mathématique Statistique mathématique ram Statistik Mathematical statistics Estimation theory Schätztheorie (DE-588)4121608-8 gnd
subject_GND	(DE-588)4121608-8
title	Non-regular statistical estimation
title_auth	Non-regular statistical estimation
title_exact_search	Non-regular statistical estimation
title_full	Non-regular statistical estimation Masafumi Akahira ; Kei Takeuchi
title_fullStr	Non-regular statistical estimation Masafumi Akahira ; Kei Takeuchi
title_full_unstemmed	Non-regular statistical estimation Masafumi Akahira ; Kei Takeuchi
title_short	Non-regular statistical estimation
title_sort	non regular statistical estimation
topic	Estimation, Théorie de l' Estimation, théorie de l' ram Schattingstheorie gtt Statistiek gtt Statistique mathématique Statistique mathématique ram Statistik Mathematical statistics Estimation theory Schätztheorie (DE-588)4121608-8 gnd
topic_facet	Estimation, Théorie de l' Estimation, théorie de l' Schattingstheorie Statistiek Statistique mathématique Statistik Mathematical statistics Estimation theory Schätztheorie
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006955707&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV002447846
work_keys_str_mv	AT akahiramasafumi nonregularstatisticalestimation AT takeuchikei nonregularstatisticalestimation

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