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Statistical decision problems : selected concepts and portfolio safeguard case studies / Michael Zabarankin and Stan Uryasev.

By: Contributor(s): Material type: TextTextSeries: Springer optimization and Its applications ; v 85Publication details: New York : Springer, 2014.Description: xiv, 249 pages ; 24 cmISBN:
  • 9781461484707 (hbk. : acidfree paper)
Subject(s): DDC classification:
  • 23 Z12 000SA.16
Contents:
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.
Summary: 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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Holdings
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
Total holds: 0

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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