Statistical decision problems : selected concepts and portfolio safeguard case studies / Michael Zabarankin and Stan Uryasev.
Material type:
TextSeries: Springer optimization and Its applications ; v 85Publication details: New York : Springer, 2014.Description: xiv, 249 pages ; 24 cmISBN: - 9781461484707 (hbk. : acidfree paper)
- 23 Z12 000SA.16
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SA.16 Z12 (Browse shelf(Opens below)) | Available | 135532 |
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| 000SA.16 W157 statistical decision functions | 000SA.16 X8 Intuitionistic fuzzy information aggregation : | 000SA.16 X8 Intuitionistic preference modeling and interactive decision making / | 000SA.16 Z12 Statistical decision problems : | 000SA.161 B154 Practical Bayesian inference : | 000SA.161 B361 Bayesian statistics from methods to models and applications : | 000SA.161 B559 Bayesian programming / |
Includes bibliographical references (pages 241-243) and index.
Part I Selected concepts of statistical decision theory
1. Random Variables --
2. Deviation, Risk, and Error Measures --
3. Probabilistic Inequalities --
Part II Statistical decision problems
4. Maximum Likelihood Method --
5. Entropy Maximization --
6. Regression Models --
7. Classification --
8. Statistical Decision Models with Risk and Deviation --
Part III Portfolio safeguard case studies
9. Portfolio Safeguard Case Studies --
References--
Index.
Presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems.
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