Statistical Decision Theory

Estimation, Testing, and Selection
1. Auflage. Softcover version of original hardcover Auflage 2008
ISBN: 978-1-4419-2513-8
Verlag: Springer

Buch, Englisch, 677 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 1036 g

Reihe: Springer Series in Statistics

This book presents the main ideas of decision theory in an organized, balanced, and mathematically rigorous manner, while observing statistical relevance. It is written for advanced graduate students, Ph.D. students, and researchers in mathematical statistics and decision theory. All major topics are introduced on a fairly elementary level and then developed gradually to higher levels. The book is self-contained as it provides full proofs, worked-out examples, and problems. It can be used as a basis for graduate courses, seminars, Ph.D. programs, self-studies, and as a reference book. With its broad coverage of decision theory that includes results from other more specialized books as well as new material, this book is one of a kind and fills the gap between standard graduate texts in mathematical statistics and advanced monographs on modern asymptotic theory.

Zielgruppe

Research

Autoren/Hrsg.

Miescke, Klaus-J.

Liese, F.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik

Inhaltsverzeichnis

Statistical Models.- Tests in Models with Monotonicity Properties.- Statistical Decision Theory.- Comparison of Models, Reduction by.- Invariant Statistical Decision Models.- Large Sample Approximations of Models and Decisions.- Estimation.- Testing.- Selection.