Statistical Estimation for Truncated Exponential Families - Couverture souple

Akahira, Masafumi

Couverture souple

ISBN 10 : 9811052956 ISBN 13 : 9789811052958

Editeur : Springer, 2017

Synopsis

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.

A propos du livre

À propos de l'auteur

Masafumi Akahira, Professor Emeritus, Institute of Mathematics, University of Tsukuba

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 9811052956
• ISBN 13: 9789811052958
• Reliure: Broché
• Numéro d'édition: 1
• Nombre de pages: 136
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne