The Nelson–Aalen estimator is a non-parametric estimator of the cumulative hazard rate function in case of censored data or incomplete data. It is used... 4 KB (408 words) - 21:26, 3 February 2024 |
Standard error (section Accuracy of the estimator) }_{\bar {x}}\ \approx {\frac {\sigma _{x}}{\sqrt {n}}}.} As this is only an estimator for the true "standard error", it is common to see other notations here... 20 KB (2,691 words) - 14:40, 3 December 2023 |
Median (redirect from Median unbiased estimator) Hodges–Lehmann estimator is a robust and highly efficient estimator of the population median; for non-symmetric distributions, the Hodges–Lehmann estimator is a... 59 KB (7,641 words) - 11:06, 12 March 2024 |
the bootstrap. Given a sample of size n{\displaystyle n}, a jackknife estimator can be built by aggregating the parameter estimates from each subsample... 14 KB (1,991 words) - 21:08, 4 April 2024 |
Kurtosis (section A natural but biased estimator) {\displaystyle g_{2}} above is a biased estimator of the population excess kurtosis. An alternative estimator of the population excess kurtosis, which... 36 KB (5,196 words) - 21:23, 31 March 2024 |
Robust statistics (redirect from Robust estimator) estimates. Unfortunately, when there are outliers in the data, classical estimators often have very poor performance, when judged using the breakdown point... 40 KB (5,778 words) - 14:12, 25 March 2024 |
Maximum a posteriori estimation (redirect from MAP estimator) estimator approaches the MAP estimator, provided that the distribution of θ {\displaystyle \theta } is quasi-concave. But generally a MAP estimator is... 10 KB (1,639 words) - 21:28, 21 April 2024 |
small number of outliers are irrelevant. Because the MAD is a more robust estimator of scale than the sample variance or standard deviation, it works better... 8 KB (1,095 words) - 07:29, 25 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 |