Statistical Decision Problems Selected Concepts and Portfolio Safeguard Case Studies /

• Main Authors: Zabarankin, Michael (Author), Uryasev, Stan (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2014.
• Series: Springer Optimization and Its Applications, 85
• Subjects: Mathematics.; Operations research.; Decision making.; Data mining.; Mathematical optimization.; Management science.; Probabilities.; Operations Research, Management Science.; Probability Theory and Stochastic Processes.; Data Mining and Knowledge Discovery.; Optimization.; Operation Research/Decision Theory.

Statistical Decision Problems presents a quick and concise introduction into the theory of risk, deviation and error measures that play a key role in statistical decision problems. It introduces state-of-the-art practical decision making through twenty-one case studies from real-life applications. T...

Table of Contents:

• 1. Random Variables
• 2. Deviation, Risk, and Error Measures
• 3. Probabilistic Inequalities
• 4. Maximum Likelihood Method
• 5. Entropy Maximization
• 6. Regression Models
• 7. Classification
• 8. Statistical Decision Models with Risk and Deviation
• 9. Portfolio Safeguard Case Studies
• Index
• References.