5. Direct Statistical Estimation Techniques

  1. Etienne de Rocquigny

Published Online: 11 APR 2012

DOI: 10.1002/9781119969495.ch5

Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods

Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods

How to Cite

de Rocquigny, E. (2012) Direct Statistical Estimation Techniques, in Modelling Under Risk and Uncertainty: An Introduction to Statistical, Phenomenological and Computational Methods, John Wiley & Sons, Ltd, Chichester, UK. doi: 10.1002/9781119969495.ch5

Author Information

  1. Ecole Centrale Paris, Université Paris-Saclay, France

Publication History

  1. Published Online: 11 APR 2012
  2. Published Print: 20 APR 2012

Book Series:

  1. Wiley Series in Probability and Statistics

Book Series Editors:

  1. Walter A. Shewhart and
  2. Samuel S. Wilks

ISBN Information

Print ISBN: 9780470695142

Online ISBN: 9781119969495

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Keywords:

  • direct statistical estimation;
  • estimation techniques;
  • goodness-of-fit, model selection;
  • discrete events, time-based, models;
  • modelling dependence;
  • controlling epistemic uncertainty;
  • bootstrap, resampling techniques;
  • understanding rare probabilities;
  • extremely low probabilities

Summary

This chapter contains sections titled:

  • The general issue

  • Introducing estimation techniques on independent samples

  • Modelling dependence

  • Controlling epistemic uncertainty through classical or Bayesian estimators

  • Understanding rare probabilities and extreme value statistical modelling

  • Exercises

  • References