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Statistical estimation for truncated exponential families

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Statistical estimation for truncated exponential families/ by Masafumi Akahira.
作者:	Akahira, Masafumi.
出版者:	Singapore :Springer Singapore : : 2017.,
面頁冊數:	xi, 122 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Estimation theory. -
電子資源:	http://dx.doi.org/10.1007/978-981-10-5296-5
ISBN:	9789811052965

Statistical estimation for truncated exponential families
Akahira, Masafumi.

Statistical estimation for truncated exponential families[electronic resource] /by Masafumi Akahira. - Singapore :Springer Singapore :2017. - xi, 122 p. :ill., digital ;24 cm. - SpringerBriefs in statistics,2191-544X. - SpringerBriefs in statistics..

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.

ISBN: 9789811052965

Standard No.: 10.1007/978-981-10-5296-5doiSubjects--Topical Terms:

527852
Estimation theory.

LC Class. No.: QA276.8

Dewey Class. No.: 519.544

Statistical estimation for truncated exponential families
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