Statistical Decision Problems

Part I. Selected Concepts of Statistical Decision Theory

1. Random Variables
Michael Zabarankin, Stan Uryasev

2. Deviation, Risk, and Error Measures
Michael Zabarankin, Stan Uryasev

3. Probabilistic Inequalities
Michael Zabarankin, Stan Uryasev

Part II. Statistical Decision Problems

4. Maximum Likelihood Method
Michael Zabarankin, Stan Uryasev

5. Entropy Maximization
Michael Zabarankin, Stan Uryasev

6. Regression Models
Michael Zabarankin, Stan Uryasev

7. Classification
Michael Zabarankin, Stan Uryasev

8. Statistical Decision Models with Risk and Deviation
Michael Zabarankin, Stan Uryasev

Part III. Portfolio Safeguard Case Studies

9. Portfolio Safeguard Case Studies
Michael Zabarankin, Stan Uryasev

Keywords: Mathematics, Operations Research, Management Science, Probability Theory and Stochastic Processes, Data Mining and Knowledge Discovery, Optimization, Operation Research/Decision Theory