Masafumi Akahira

(Author)

Statistical Estimation for Truncated Exponential Families (2017)Paperback - 2017, 2 August 2017

Statistical Estimation for Truncated Exponential Families (2017)
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Part of Series
Springerbriefs in Statistics
Part of Series
Jss Research Series in Statistics
Part of Series
Jss Research Statistics
Print Length
122 pages
Language
English
Publisher
Springer
Date Published
2 Aug 2017
ISBN-10
9811052956
ISBN-13
9789811052958

Description

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.

Product Details

Author:
Masafumi Akahira
Book Edition:
2017
Book Format:
Paperback
Country of Origin:
NL
Date Published:
2 August 2017
Dimensions:
23.39 x 15.6 x 0.81 cm
ISBN-10:
9811052956
ISBN-13:
9789811052958
Language:
English
Location:
Singapore
Pages:
122
Publisher:
Weight:
217.72 gm

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