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...

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...

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...

can be solved analytically; for instance, the ordinary least squares estimator for a linear regression model maximizes the likelihood when the random...

In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the...

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...

that characterizes the transformation of an arbitrarily crude estimator into an estimator that is optimal by the mean-squared-error criterion or any of...

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...

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...