In statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. Both non-linear least squares... 22 KB (2,782 words) - 05:29, 1 January 2024 |
Robust statistics (redirect from Robust estimator) L-estimators are a general class of simple statistics, often robust, while M-estimators are a general class of robust statistics, and are now the preferred solution... 40 KB (5,778 words) - 14:12, 25 March 2024 |
Maximum likelihood estimation (redirect from Maximum likelihood estimator) estimation M-estimator: an approach used in robust statistics Maximum a posteriori (MAP) estimator: for a contrast in the way to calculate estimators when prior... 66 KB (9,609 words) - 17:40, 12 April 2024 |
In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value... 22 KB (3,819 words) - 04:23, 19 January 2024 |
The Kaplan–Meier estimator, also known as the product limit estimator, is a non-parametric statistic used to estimate the survival function from lifetime... 27 KB (4,455 words) - 11:43, 18 April 2024 |
minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than... 7 KB (1,107 words) - 11:26, 21 May 2023 |
The James–Stein estimator is a biased estimator of the mean, θ{\displaystyle {\boldsymbol {\theta }}}, of (possibly) correlated Gaussian distributed random... 16 KB (2,074 words) - 04:50, 9 January 2024 |
In statistics, redescending M-estimators are Ψ-type M-estimators which have ψ functions that are non-decreasing near the origin, but decreasing toward... 4 KB (610 words) - 21:31, 18 January 2022 |
Efficiency (statistics) (redirect from Efficient estimator) of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator needs fewer input... 22 KB (3,183 words) - 01:14, 25 April 2024 |
Median (redirect from Median unbiased estimator) 1214/aos/1176344552. JSTOR 2958830. Hall, P.; Martin, M. A. (1988). "Exact Convergence Rate of Bootstrap Quantile Variance Estimator". Probab Theory Related Fields. 80 (2):... 59 KB (7,641 words) - 11:06, 12 March 2024 |