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

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...

property of an estimator. Bias is a distinct concept from consistency: consistent estimators converge in probability to the true value of the parameter, but...

the estimator, stands for "heteroskedasticity and autocorrelation consistent." There are a number of HAC estimators described in, and HAC estimator does...

Hodges–Lehmann estimator is a consistent and median-unbiased estimate of the population median. For non-symmetric populations, the Hodges–Lehmann estimator estimates...

first-difference (FD) estimator is an estimator used to address the problem of omitted variables with panel data. It is consistent under the assumptions...

of quality of an estimator, of an experimental design, or of a hypothesis testing procedure. Essentially, a more efficient estimator needs fewer input...

for panel data Quasi-maximum likelihood estimator: an MLE estimator that is misspecified, but still consistent Restricted maximum likelihood: a variation...

In statistics, a trimmed estimator is an estimator derived from another estimator by excluding some of the extreme values, a process called truncation...

}}_{i}^{2}} . This provides White's (1980) estimator, often referred to as HCE (heteroskedasticity-consistent estimator): V ^ HCE [ β ^ OLS ] = 1 n ( 1 n ∑ i...

a generalization of the diagonal weight matrix. The GLS estimator is unbiased, consistent, efficient, and asymptotically normal with E ⁡ [ β ^ ∣ X ]...

In statistics, an L-estimator (or L-statistic) is an estimator which is a linear combination of order statistics of the measurements. This can be as little...

the MAD is not a consistent estimator for the standard deviation of a normal distribution, but 1.4826... × MAD is a consistent estimator. Similarly, the...

1980, White proposed a consistent estimator for the variance-covariance matrix of the asymptotic distribution of the OLS estimator. This validates the use...

limited to one or more of the possible ways a sample size can grow. A consistent estimator is one for which, when the estimate is considered as a random variable...

average of the squared deviations about the sample mean. This is a consistent estimator (it converges in probability to the population value as the number...

{\displaystyle M_{c}} is a consistent estimator of M {\displaystyle M} . Note that one can use the mean shift algorithm to compute the estimator M c {\displaystyle...

maximum-likelihood estimator has difficulties. For regular problems, where the maximum-likelihood estimator is consistent, the maximum-likelihood estimator ultimately...

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...

theorem holds. It is shown that this method provides a strongly consistent estimator and outperforms other methods in case of large alphabet sizes. Dinh-Tuan...

the squared observations, S2 is a consistent estimator of σ2. One can see indeed that the variance of the estimator tends asymptotically to zero. An asymptotically...

data analysis the term fixed effects estimator (also known as the within estimator) is used to refer to an estimator for the coefficients in the regression...

the consistency of an estimator when compared to an alternative, less efficient estimator which is already known to be consistent. It helps one evaluate...

In statistics and econometrics, extremum estimators are a wide class of estimators for parametric models that are calculated through maximization (or...

Hodges–Lehmann estimator is a robust and highly efficient estimator of the population median; for non-symmetric distributions, the Hodges–Lehmann estimator is a...

generally by multiplying by a scale factor to make it an unbiased consistent estimator; see scale parameter: estimation. For example, dividing the IQR by...

use the deviation for the average. In order to use the MAD as a consistent estimator for the estimation of the standard deviation σ {\displaystyle \sigma...

coefficient is a consistent estimator of the population correlation coefficient as long as the sample means, variances, and covariance are consistent (which is...

_{i=1}^{n}(n+1-i)y_{i}}{\sum _{i=1}^{n}y_{i}}}\right)\right)} is a consistent estimator of the population Gini coefficient, but is not in general unbiased...

b<-1} to create an approximately consistent estimator. The estimator is therefore close in spirit to the Theil-Sen estimator. The parameter a {\displaystyle...