Notice bibliographique
- Notice
Type(s) de contenu et mode(s) de consultation : Texte noté : électronique
Auteur(s) : Eeden, Constance van (1927-....)
Titre(s) : Restricted parameter space estimation problems [Texte électronique] : admissibility and minimaxity properties / Constance Eeden
Publication : New York, NY : Springer New York : Springer e-books, 2006
Description matérielle : 1 online resource
Collection : Mathematics and Statistics (Springer-11649; ZDB-2-SMA)
Lecture notes in statistics ; 188
Note(s) : Titre provenant de la page de titre du document numérisé. - Numérisation de l'édition de New York : Springer, cop. 2006. - Bibliogr. p. [143]-159. Index
Fichiers PDF.
Fichier PDF.
This 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
Sujet(s) : Estimation de paramètres
Indice(s) Dewey :
519.544 (23e éd.) = Théorie de l'estimation (mathématiques statistiques)
Identifiants, prix et caractéristiques : ISBN 9780387488097
Identifiant de la notice : ark:/12148/cb44642869j
Notice n° :
FRBNF44642869
(notice reprise d'un réservoir extérieur)
