Optimal Estimation of Parameters [book]

Jorma Rissanen
2009 unpublished
This book presents a comprehensive and consistent theory of estimation. The framework described leads naturally to the maximum capacity estimator as a generalization of the maximum likelihood 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.
doi:10.1017/cbo9780511791635 fatcat:pgvi7ekrffg4jlxdu57g6dzasy