Skip to content

Booksellers & Trade Customers: Sign up for online bulk buying at trade.atlanticbooks.com for wholesale discounts

Booksellers: Create Account on our B2B Portal for wholesale discounts

Stochastic Complexity in Statist...(V15)

by Rissanen J
Save 17% Save 17%
Current price ₹4,364.00
Original price ₹5,237.00
Original price ₹5,237.00
Original price ₹5,237.00
(-17%)
₹4,364.00
Current price ₹4,364.00

Imported Edition - Ships in 18-21 Days

Free Shipping in India on orders above Rs. 500

Request Bulk Quantity Quote
+91
Book cover type: Paperback
  • ISBN13: 9789810203115
  • Binding: Paperback
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 188
  • Original Price: USD 42.0
  • Language: English
  • Edition: New Edition
  • Item Weight: 350 grams
  • BISAC Subject(s): Mobile & Wireless Communications

This book describes how model selection and statistical inference can be founded on the shortest code length for the observed data, called the stochastic complexity. This generalization of the algorithmic complexity not only offers an objective view of statistics, where no prejudiced assumptions of "true" data generating distributions are needed, but it also in one stroke leads to calculable expressions in a range of situations of practical interest and links very closely with mainstream statistical theory. The search for the smallest stochastic complexity extends the classical maximum likelihood technique to a new global one, in which models can be compared regardless of their numbers of parameters. The result is a natural and far reaching extension of the traditional theory of estimation, where the Fisher information is replaced by the stochastic complexity and the Cramer-Rao inequality by an extension of the Shannon-Kullback inequality. Ideas are illustrated with applications from parametric and non-parametric regression, density and spectrum estimation, time series, hypothesis testing, contingency tables, and data compression.

Trusted for over 49 years

Family Owned Company

Secure Payment

All Major Credit Cards/Debit Cards/UPI & More Accepted

New & Authentic Products

India's Largest Distributor

Need Support?

Whatsapp Us