• 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
  • +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
  • 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
  • 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
  • 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
  • {\displaystyle D_{\text{KL}}(P\parallel Q)} , is a type of statistical distance: a measure of how one reference probability distribution P is different...
    72 KB (12,414 words) - 08:24, 15 September 2024