Minimum-distance estimation (MDE) is a conceptual method for fitting a statistical model to data, usually the empirical distribution. Often-used estimators...
6 KB (696 words) - 23:51, 22 June 2024
The term minimum distance may refer to Minimum distance estimation, a statistical method for fitting a model to data Closest pair of points problem, the...
676 bytes (124 words) - 03:06, 27 August 2012
of support, a variation of the maximum likelihood technique Minimum-distance estimation Partial likelihood methods for panel data Quasi-maximum likelihood...
66 KB (9,623 words) - 15:33, 31 August 2024
distributions, it can be used in parameter estimation as the basis for a form of minimum distance estimation procedure. The test is named after Theodore...
15 KB (2,328 words) - 23:04, 24 February 2024
Fixed effects model (redirect from Fixed effects estimation)
+X_{iT}\lambda _{T}+e_{i}+u_{it}} which can be estimated by minimum distance estimation. Need to have more than one time-variant regressor ( X {\displaystyle...
19 KB (3,166 words) - 17:50, 30 August 2024
Generalized method of moments (category Estimation methods)
conditions, and can therefore be thought of as a special case of minimum-distance estimation. The GMM estimators are known to be consistent, asymptotically...
24 KB (3,351 words) - 22:13, 28 August 2023
(clinical trials) Minimum chi-square estimation Minimum distance estimation Minimum mean square error Minimum-variance unbiased estimator Minimum viable population...
87 KB (8,280 words) - 13:54, 14 September 2024
Cramér–von Mises criterion (category Statistical distance)
distributions. It is also used as a part of other algorithms, such as minimum distance estimation. It is defined as ω 2 = ∫ − ∞ ∞ [ F n ( x ) − F ∗ ( x ) ] 2 d...
6 KB (949 words) - 10:35, 8 February 2024
Pafnuty Chebyshev. It is also known as chessboard distance, since in the game of chess the minimum number of moves needed by a king to go from one square...
7 KB (883 words) - 00:33, 13 June 2024
Mean integrated squared error (category Estimation of densities)
to that sample. The MISE is also known as L2 risk function. Minimum distance estimation Mean squared error Wand, M. P.; Jones, M. C. (1994). Kernel smoothing...
1 KB (120 words) - 23:46, 4 February 2022