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...

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...

estimation M-estimator: an approach used in robust statistics Maximum a posteriori (MAP) estimator: for a contrast in the way to calculate estimators when prior...

L-estimators are a general class of simple statistics, often robust, while M-estimators are a general class of robust statistics, and are now the preferred solution...

Two-step M-estimators deals with M-estimation problems that require preliminary estimation to obtain the parameter of interest. Two-step M-estimation...

minimum-variance unbiased estimator (MVUE) or uniformly minimum-variance unbiased estimator (UMVUE) is an unbiased estimator that has lower variance than...

In statistics, redescending M-estimators are Ψ-type M-estimators which have ψ functions that are non-decreasing near the origin, but decreasing toward...

The Kaplan–Meier estimator, also known as the product limit estimator, is a non-parametric statistic used to estimate the survival function from lifetime...

Bayesian L 1 {\displaystyle L_{1}} estimator: m ( X | Y = y ) = arg ⁡ min f E ⁡ [ | X − f ( Y ) | ] {\displaystyle m(X|Y=y)=\arg \min _{f}\operatorname...

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

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

robust statistics, M-estimation and additive modelling. Winsorizing Robust regression M-estimator Visual comparison of different M-estimators Huber, Peter J...

In statistics, the Hodges–Lehmann estimator is a robust and nonparametric estimator of a population's location parameter. For populations that are symmetric...

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...

{X}},} an estimator (estimation rule) δ M {\displaystyle \delta ^{M}\,\!} is called minimax if its maximal risk is minimal among all estimators of θ {\displaystyle...

The ratio estimator is a statistical estimator for the ratio of means of two random variables. Ratio estimates are biased and corrections must be made...

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

squares Line fitting Linear classifier Linear equation Logistic regression M-estimator Multivariate adaptive regression spline Nonlinear regression Nonparametric...

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 bootstrap. Given a sample of size n {\displaystyle n} , a jackknife estimator can be built by aggregating the parameter estimates from each subsample...

is a statistical method for estimating the sampling distribution of an estimator by sampling with replacement from the original sample, most often with...

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

standard deviation. Such a statistic is called an estimator, and the estimator (or the value of the estimator, namely the estimate) is called a sample standard...

estimator approaches the MAP estimator, provided that the distribution of θ {\displaystyle \theta } is quasi-concave. But generally a MAP estimator is...

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...

\quad } therefore r is a biased estimator of ρ . {\displaystyle \rho .} The unique minimum variance unbiased estimator radj is given by where: r , n {\displaystyle...

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...

Lyapunov's central limit theorem M/D/1 queue M/G/1 queue M/M/1 queue M/M/c queue M-estimator Redescending M-estimator M-separation Mabinogion sheep problem...

estimates of a generalized linear model, and in robust regression to find an M-estimator, as a way of mitigating the influence of outliers in an otherwise normally-distributed...

two-step M-estimator and thus consistency and asymptotic normality of the estimator can be verified using the general theory of two-step M-estimator. As in...