Optimal estimation of parameters

DOI10.1017/CBO9780511791635MaRDI QIDQ2902189zbMATH OpenOpenAlexFDO

Authors Jorma Rissanen

Publication date 17 August 2012

Full work available at URL https://doi.org/10.1017/cbo9780511791635

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12) Information theory (general) (94A15) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

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Cited in

(17)

• scientific article; zbMATH DE number 5258492 (Why is no real title available?)
• Estimation of selected parameters
• Best possible componentwise parameter inclusions computable from a priori estimates, measurements, and bounds for the measurement errors
• Weakly Informative Reparameterizations for Location-Scale Mixtures
• On the computation of entropy prior complexity and marginal prior distribution for the Bernoulli model
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• Graph Summarization with Latent Variable Probabilistic Models
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• scientific article; zbMATH DE number 1140644 (Why is no real title available?)
• Best invariant estimation of a direction parameter
• Optimal estimation from limited noisy data
• A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes
• Optimal estimation under nonstandard conditions
• Jeffreys priors for mixture estimation: properties and alternatives
• The decomposed normalized maximum likelihood code-length criterion for selecting hierarchical latent variable models
• Optimal parameterizations
• Optimality, identifiability, and sensitivity

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