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JSS Research Series in Statistics

Statistical Estimation for Truncated Exponential Families

Authors: Akahira, Masafumi

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  •  Provides a basis for further research on estimation and presents applications to selected nonregular situations 
  • Clarifies the asymptotic difference between regular and nonregular structures through maximum likelihood and Bayesian estimation 
  • Serves as a research resource and fundamental tool for practitioners in statistical inference and related fields
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eBook $54.99
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  • ISBN 978-981-10-5296-5
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  • Immediate eBook download after purchase
Softcover $69.99
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  • ISBN 978-981-10-5295-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

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.

About the authors

Masafumi Akahira, Professor Emeritus, Institute of Mathematics, University of Tsukuba 

Table of contents (6 chapters)

Table of contents (6 chapters)

Buy this book

eBook $54.99
price for USA (gross)
  • ISBN 978-981-10-5296-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $69.99
price for USA
  • ISBN 978-981-10-5295-8
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Statistical Estimation for Truncated Exponential Families
Authors
Series Title
JSS Research Series in Statistics
Copyright
2017
Publisher
Springer Singapore
Copyright Holder
The Author(s)
eBook ISBN
978-981-10-5296-5
DOI
10.1007/978-981-10-5296-5
Softcover ISBN
978-981-10-5295-8
Series ISSN
2364-0057
Edition Number
1
Number of Pages
XI, 122
Number of Illustrations
10 b/w illustrations
Topics