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  2. Spectral density estimation - Wikipedia

    en.wikipedia.org/wiki/Spectral_density_estimation

    Estimation of signal parameters via rotational invariance techniques (ESPRIT) is another superresolution method. Maximum entropy spectral estimation is an all-poles method useful for SDE when singular spectral features, such as sharp peaks, are expected. Semi-parametric techniques (an incomplete list): SParse Iterative Covariance-based ...

  3. Parametric statistics - Wikipedia

    en.wikipedia.org/wiki/Parametric_statistics

    Parametric statistical methods are used to compute the 2.33 value above, given 99 independent observations from the same normal distribution. A non-parametric estimate of the same thing is the maximum of the first 99 scores. We don't need to assume anything about the distribution of test scores to reason that before we gave the test it was ...

  4. Least squares - Wikipedia

    en.wikipedia.org/wiki/Least_squares

    The result of fitting a set of data points with a quadratic function Conic fitting a set of points using least-squares approximation. In regression analysis, least squares is a parameter estimation method based on minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each ...

  5. Three-point estimation - Wikipedia

    en.wikipedia.org/wiki/Three-point_estimation

    These values are used to calculate an E value for the estimate and a standard deviation (SD) as L-estimators, where: E = (a + 4m + b) / 6 SD = (b − a) / 6. E is a weighted average which takes into account both the most optimistic and most pessimistic estimates provided. SD measures the variability or uncertainty in the estimate.

  6. Bootstrapping (statistics) - Wikipedia

    en.wikipedia.org/wiki/Bootstrapping_(statistics)

    Bootstrapping is a procedure for estimating the distribution of an estimator by resampling (often with replacement) one's data or a model estimated from the data. [1] Bootstrapping assigns measures of accuracy ( bias , variance, confidence intervals , prediction error, etc.) to sample estimates.

  7. Density estimation - Wikipedia

    en.wikipedia.org/wiki/Density_Estimation

    Kernel density estimation of 100 normally distributed random numbers using different smoothing bandwidths. In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on kernels as ...

  8. Welch's method - Wikipedia

    en.wikipedia.org/wiki/Welch's_method

    The method is based on the concept of using periodogram spectrum estimates, which are the result of converting a signal from the time domain to the frequency domain. Welch's method is an improvement on the standard periodogram spectrum estimating method and on Bartlett's method , in that it reduces noise in the estimated power spectra in ...

  9. Probability distribution fitting - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution...

    An estimate of the uncertainty in the first and second case can be obtained with the binomial probability distribution using for example the probability of exceedance Pe (i.e. the chance that the event X is larger than a reference value Xr of X) and the probability of non-exceedance Pn (i.e. the chance that the event X is smaller than or equal ...