Multivariate exponential families : a concise guide to statistical inference
Author(s)
Bibliographic Information
Multivariate exponential families : a concise guide to statistical inference
(Springer Briefs in statistics)
Springer, c2021
- : [pbk.]
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Note
Includes bibliographical references (p. 137-139) and index
Description and Table of Contents
Description
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.
Table of Contents
Introduction.- Parametrizations and Basic Properties.- Distributional and Statistical Properties.- Parameter Estimation.- Hypotheses Testing.- Exemplary Multivariate Applications.
by "Nielsen BookData"