Statistical Decision Problems: Selected Concepts and Portfolio Safeguard Case Studies

By Michael Zabarankin, Stanislav Uryasev, Stan Uryasev

Book Overview

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.​

• Format: Paperback
• Language: English
• ISBN: 1493953257
• ISBN13: 9781493953257
• Release Date: August 2016
• Publisher: Springer
• Length: 249 Pages
• Weight: 0.82 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"