Restricted parameter space estimation problems : admissibility and minimaxity properties /

Restricted parameter space estimation problems : admissibility and minimaxity properties /

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Bibliographic Details
Author / Creator:	Eeden, Constance van.
Imprint:	New York : Springer, c2006.
Description:	1 online resource (x, 167 p.)
Language:	English
Series:	Lecture notes in statistics ; 188 Lecture notes in statistics (Springer-Verlag) ; v. 188.
Subject:	Parameter estimation. Parameter estimation.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8877925

Hidden Bibliographic Details
ISBN:	9780387488097 038748809X 9786610724383 6610724385 0387337474 (Paper) 9780387337470 (Paper)
Notes:	Includes bibliographical references (p. [143]-159) and indexes. Description based on print version record.
Summary:	Contains a 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. This book gives an overview of known algorithms for computing maximum likelihood estimators under order-restrictions. It is intended for researchers and graduate students.
Other form:	Print version: Eeden, Constance van. Restricted parameter space estimation problems. New York : Springer, c2006 0387337474 9780387337470

Table of Contents:

Introduction: 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.