000 03872nam a22004095i 4500
001 978-0-387-48809-7
003 DE-He213
005 20250710084002.0
007 cr nn 008mamaa
008 100301s2006 xxu| s |||| 0|eng d
020 _a9780387488097
_a99780387488097
024 7 _a10.1007/978-0-387-48809-7
_2doi
082 0 4 _a519.5
_223
100 1 _aEeden, Constance.
_eauthor.
245 1 0 _aRestricted Parameter Space Estimation Problems
_h[recurso electrónico] :
_bAdmissibility and Minimaxity Properties /
_cby Constance Eeden.
264 1 _aNew York, NY :
_bSpringer New York,
_c2006.
300 _aX, 167 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Statistics,
_x0930-0325 ;
_v188
505 0 _aIntroduction: Some history and some examples -- A statement of the problem, the notation and some definitions -- (In)admissibility and dominators -- Minimax estimators and their admissibility -- Presence of nuisance parameters -- The linear model -- Other properties -- Existence of MLEs and algorithms to compute them.
520 _aThis monograph contains a critical review of 50 years of results on questions of admissibility and minimaxity of estimators of parameters that are restricted to closed convex subsets of Rk . It presents results of approximately 300 mostly-published papers on the subject, and points out relationships between them as well as open problems. The book does not touch on the subject of testing hypotheses for such parameter spaces. It does give an overview of known algorithms for computing maximum likelihood estimators under order-restrictions. The book should be valuable as a reference for researchers and graduate students looking for what is known and unknown in the area of restricted parameter-space-estimation. It assumes a good knowledge of decision theory. Constance van Eeden is Professeur émérite at the Université de Montréal, Honorary Professor at The University of British Columbia, and Professeure associée at the Université du Québec à Montréal. She previously held appointments at the Centrum voor Wiskunde en Informatica (1951-1960), Michigan State University (1960-1961), University of Minnesota (1961-1965), and Université de Montréal (1965-1989). She was a General Editor of Statistical Theory and Method Abstracts (1990-2004) and Associate Editor of the Annals of Statistics (1974-1977), The Canadian Journal of Statistics (1980-1994) and Annales des sciences mathématiques du Québec (1986-1998). She is a reviewer for Mathematical Reviews and a member of the Noether Award Committee. The Statistical Society of Canada awarded her their Gold Medal in 1990 and the Département de mathématiques et de statistique at the Université de Montréal named their yearly prize for the best-finishing undergraduate student in actuarial studies or statistics, the Prix Constance-van-Eeden. She is a Fellow of the Institute of Mathematical Statistics and of the American Statistical Association, and an Elected Member of the International Statistical Institute. She (co-)authored 66 papers in refereed journals, as well as two books and (co-)supervised 14 PhD and 19 MSc students.
650 0 _aSTATISTICS.
650 0 _aMATHEMATICAL STATISTICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387337470
830 0 _aLecture Notes in Statistics,
_x0930-0325 ;
_v188
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-48809-7
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c57795
_d57795