Loss functions, utility functions and Bayesian sample size determination

مرکز و کتابخانه مطالعات اسلامی به زبان های اروپایی

منو

" Loss functions, utility functions and Bayesian sample size determination "
Islam, A. F. M. Saiful

Document Type	:	BL
Record Number	:	587176
Doc. No	:	b416395
Main Entry	:	Korostelev, A. P., (Aleksandr Petrovich)
Title & Author	:	Mathematical statistics : : asymptotic minimax theory /\ Alexander Korostelev, Olga Korosteleva
Publication Statement	:	Providence, R.I. :: American Mathematical Society,, c2011
Series Statement	:	Graduate studies in mathematics ;; v. 119
Page. NO	:	x, 246 p. :: ill. ;; 24 cm
ISBN	:	9780821852835 (alk. paper)
	:	: 0821852833 (alk. paper)
Bibliographies/Indexes	:	Includes bibliographical references (p. 239) and index
Contents	:	Part 1. Parametric models: The Fisher efficiency -- The Bayes and minimaxity estimators -- Asymptotic minimaxity -- Some irregular statistical experiments -- Change-point problem -- Sequential estimators -- Linear parametric regression -- Part 2. Nonparametric regression: Estimation in nonparametric regression -- Local polynomial approximation of the regression function -- Estimation of regression in global norms -- Estimation by splines -- Asymptotic optimality in global norms -- Part 3. Estimation in nonparametric models: Estimation of functionals -- Dimension and structure in nonparametric regression -- Adaptive estimation -- Testing of nonparametric hypotheses
Abstract	:	"This book is designed to bridge the gap between traditional textbooks in statistics and more advanced books that include the sophisticated nonparametric techniques. It covers topics in parametric and nonparametric large-sample estimation theory. The exposition is based on a collection of relatively simple statistical models. It gives a thorough mathematical analysis for each of them with all the rigorous proofs and explanations. The book also includes a number of helpful exercises."--Publisher's description
Subject	:	Estimation theory
Subject	:	Asymptotic efficiencies (Statistics)
Subject	:	Statistical hypothesis testing
Dewey Classification	:	‭519.5‬
LC Classification	:	‭QA276.8‬‭.K667 2011‬
Added Entry	:	Korosteleva, Olga