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Multivariate Exponential Families: A Concise Guide to Statistical Inference / by Stefan Bedbur, Udo Kamps.

Springer Nature - Springer Mathematics and Statistics eBooks 2021 English International Available online

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Format:
Book
Author/Creator:
Bedbur, Stefan, author.
Kamps, Udo, 1959- author.
Series:
SpringerBriefs in Statistics, 2191-5458
Language:
English
Subjects (All):
Statistics.
Biometry.
Computer science--Mathematics.
Computer science.
Mathematical statistics.
Statistical Theory and Methods.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Biostatistics.
Probability and Statistics in Computer Science.
Local Subjects:
Statistical Theory and Methods.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Biostatistics.
Probability and Statistics in Computer Science.
Physical Description:
1 online resource (147 pages)
Edition:
1st ed. 2021.
Place of Publication:
Cham : Springer International Publishing : Imprint: Springer, 2021.
Summary:
This book provides a concise introduction to exponential families. Parametric families of probability distributions and their properties are extensively studied in the literature on statistical modeling and inference. Exponential families of distributions comprise density functions of a particular form, which enables general assertions and leads to nice features. With a focus on parameter estimation and hypotheses testing, the text introduces the reader to distributional and statistical properties of multivariate and multiparameter exponential families along with a variety of detailed examples. The material is widely self-contained and written in a mathematical setting. It may serve both as a concise, mathematically rigorous course on exponential families in a systematic structure and as an introduction to Mathematical Statistics restricted to the use of exponential families.
Contents:
Introduction
Parametrizations and Basic Properties
Distributional and Statistical Properties
Parameter Estimation
Hypotheses Testing
Exemplary Multivariate Applications.
Notes:
Includes bibliographical references and index.
ISBN:
9783030819002
3030819000
OCLC:
1281958968

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