Statistical Estimation for Truncated Exponential Families. 1st ed. 2017

種類:

電子ブック

責任表示:

by Masafumi Akahira

出版情報:

Singapore : Springer Nature Singapore : Imprint: Springer, 2017

著者名:

• Akahira, Masafumi.
• SpringerLink (Online service)

シリーズ名:

JSS Research Series in Statistics ;

ISBN:

9789811052965 [9811052964]    

注記:

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 considere

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