Regular estimators are a class of statistical estimators that satisfy certain regularity conditions which make them amenable to asymptotic analysis. The...

The James–Stein estimator is an estimator of the mean θ := ( θ 1 , θ 2 , … θ m ) {\displaystyle {\boldsymbol {\theta }}:=(\theta _{1},\theta _{2},\dots...

Hodges' estimator improves upon a regular estimator at a single point. In general, any superefficient estimator may surpass a regular estimator at most...

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

statistics, the Hájek–Le Cam convolution theorem states that any regular estimator in a parametric model is asymptotically equivalent to a sum of two...

exponent of regular variation. J. R. Stat. Soc. Ser. B., v. 44, 37–42. Haeusler, E. and J. L. Teugels (1985) On asymptotic normality of Hill's estimator for the...

OLS estimator is equivalent to the maximum likelihood estimator (MLE), and therefore it is asymptotically efficient in the class of all regular estimators...

adjustment formula yields an artificial shrinkage. A shrinkage estimator is an estimator that, either explicitly or implicitly, incorporates the effects...

particular example, the estimator error for a single estimated state is brought to zero in finite time, and after that time the other estimator errors decay exponentially...

modelling errors all have the same variance. While the ordinary least squares estimator is still unbiased in the presence of heteroscedasticity, it is inefficient...

formula is just like the regular formula for the variance of the mean (but notice that it uses the maximum likelihood estimator for the variance instead...

Bootstrapping is a procedure for estimating the distribution of an estimator by resampling (often with replacement) one's data or a model estimated from...

\scriptstyle {\hat {\nu }}_{n}} is an adaptive estimator of ν in the presence of η if this estimator is regular, and efficient for each of the submodels P...

unbiased estimator. However, the sample size is no longer fixed upfront. This leads to a more complicated formula for the standard error of the estimator, as...

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...

the best possible linear estimator in the minimum mean-square-error sense, although there may be better nonlinear estimators. It is a common misconception...

paradox Acquiescence bias Actuarial science Adapted process Adaptive estimator Additive Markov chain Additive model Additive smoothing Additive white...

deviation ellipse is lower. The derivation of the maximum-likelihood estimator of the covariance matrix of a multivariate normal distribution is straightforward...

able to determine which of these estimators is a better estimator for π. For the Laplace variant, let p̂ be the estimator for the probability that there...

factor is the mean-squared error (MSE) of the estimator θ ^ {\displaystyle {\hat {\theta }}} . Since the estimator is unbiased, its MSE equals its variance...

K-wise comparisons over more than two comparisons), the maximum likelihood estimator (MLE) for linear reward functions has been shown to converge if the comparison...

(BRR), used by statisticians to estimate the variance of a parameter estimator. Let H be a Hadamard matrix of order n. The transpose of H is closely...

Ephemeris Service. Calculations were made with NASA/JPL's Asteroid Size Estimator. The diameters and dimensions of the small inner moons, from Pan to Helene...

experimental group (treatment group); and the one receiving the placebo or regular treatment would be the control one. In many laboratory experiments it is...

{\alpha }}-1}{\sqrt {n}}}+O(n^{-1})} . This estimator is equivalent to the popular[citation needed] Hill estimator from quantitative finance and extreme value...

of knowledge defines the (unique) prior probability-distribution for "regular" statistical problems; cf. well-posed problems. Finding the right method...

warping Hidden Markov model Edit distance Total correlation Newey–West estimator Prais–Winsten transformation Data as vectors in a metrizable space Minkowski...

David; Diaconis, Persi (December 1981). "On the histogram as a density estimator: L2 theory". Probability Theory and Related Fields. 57 (4): 453–476. CiteSeerX 10...

variation (the average always containing one complete cycle). But a perfectly regular cycle is rarely encountered. For a number of applications, it is advantageous...

theatre debut was with the Queensland Theatre Company's production of The Estimator in 2007, after he was noticed by its playwright David Brown performing...