Optimal Estimation of Parameters

This Book Presents A Comprehensive And Consistent Theory Of Estimation. The Framework Described Leads Naturally To A Generalized Maximum Capacity Estimator. This Approach Allows The Optimal Estimation Of Real-Valued Parameters Their Number And Intervals As Well As Providing Common Ground For Explaining The Power Of These Estimators. Beginning With A Review Of Coding And The Key Properties Of Information The Author Goes On To Discuss The Techniques Of Estimation And Develops The Generalized Maximum Capacity Estimator Based On A New Form Of Shannon''S Mutual Information And Channel Capacity. Applications Of This Powerful Technique In Hypothesis Testing And Denoising Are Described In Detail. Offering An Original And Thought-Provoking Perspective On Estimation Theory Jorma Rissanen''S Book Is Of Interest To Graduate Students And Researchers In The Fields Of Information Theory Probability And Statistics Econometrics And Finance.