- statistics, an
estimator is a rule for
calculating an
estimate of a
given quantity based on
observed data: thus the rule (the
estimator), the quantity...
- that
characterizes the
transformation of an
arbitrarily crude estimator into an
estimator that is
optimal by the mean-squared-error
criterion or any of...
- generally, a
point estimator can be
contrasted with a set
estimator.
Examples are
given by
confidence sets or
credible sets. A
point estimator can also be contrasted...
- In statistics, the bias of an
estimator (or bias function) is the
difference between this
estimator's expected value and the true
value of the parameter...
- of
quality of an
estimator, of an
experimental design, or of a
hypothesis testing procedure. Essentially, a more
efficient estimator needs fewer input...
- In statistics, a
consistent estimator or
asymptotically consistent estimator is an
estimator—a rule for
computing estimates of a
parameter θ0—having the...
- statistics, the mean
squared error (MSE) or mean
squared deviation (MSD) of an
estimator (of a
procedure for
estimating an
unobserved quantity)
measures the average...
- can be
solved analytically; for instance, the
ordinary least squares estimator for a
linear regression model maximizes the
likelihood when the random...
- Hodges–Lehmann
estimator is a
robust and
highly efficient estimator of the po****tion median; for non-symmetric distributions, the Hodges–Lehmann
estimator is a...
-
interested in
estimating the
shape of this
function ƒ. Its
kernel density estimator is f ^ h ( x ) = 1 n ∑ i = 1 n K h ( x − x i ) = 1 n h ∑ i = 1 n K ( x...
