Multivariate Exponential Families: A Concise Guide to Statistical Inference

1. Auflage 2021
ISBN: 978-3-030-81899-9
Verlag: Springer International Publishing

Buch, Englisch, 142 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 242 g

Reihe: SpringerBriefs in Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Kamps, Udo

Bedbur, Stefan

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik EDV | Informatik Informatik Mathematik für Informatiker

Inhaltsverzeichnis

Introduction.- Parametrizations and Basic Properties.- Distributional and Statistical Properties.- Parameter Estimation.- Hypotheses Testing.- Exemplary Multivariate Applications.

Über Autor(innen)

Stefan Bedbur has a postdoctoral position at the Chair in Statistics, RWTH Aachen University, where he was awarded the honorary title RWTH Lecturer in 2020.
Udo Kamps holds the Chair in Statistics at the Institute of Statistics, RWTH Aachen University, and is an elected member of the International Statistical Institute since 2000.
Their main fields of work are Applied and Mathematical Statistics, Reliability Theory, and Models for Ordered Data.