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  2. Set estimation - Wikipedia

    en.wikipedia.org/wiki/Set_estimation

    Set estimation can be used to estimate the state of a system described by state equations using a recursive implementation. When the system is linear, the corresponding feasible set for the state vector can be described by polytopes or by ellipsoids [4]. [5] When the system is nonlinear, the set can be enclosed by subpavings. [6]

  3. Empirical characteristic function - Wikipedia

    en.wikipedia.org/wiki/Empirical_characteristic...

    The ECF apparently made its debut in page 342 of the classical textbook of Cramér (1946), [1] and then as part of the auxiliary tools for density estimation in Parzen (1962). [2] Nearly a decade later the ECF features as the main object of research in two separate lines of application: In Press (1972) [ 3 ] for parameter estimation and in ...

  4. Estimation theory - Wikipedia

    en.wikipedia.org/wiki/Estimation_theory

    Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data.

  5. Minimum-variance unbiased estimator - Wikipedia

    en.wikipedia.org/wiki/Minimum-variance_unbiased...

    However, the sample standard deviation is not unbiased for the population standard deviation – see unbiased estimation of standard deviation. Further, for other distributions the sample mean and sample variance are not in general MVUEs – for a uniform distribution with unknown upper and lower bounds, the mid-range is the MVUE for the ...

  6. Method of moments (statistics) - Wikipedia

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

    In statistics, the method of moments is a method of estimation of population parameters.The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest.

  7. Approximate Bayesian computation - Wikipedia

    en.wikipedia.org/wiki/Approximate_Bayesian...

    The outcome of the ABC rejection algorithm is a sample of parameter values approximately distributed according to the desired posterior distribution, and, crucially, obtained without the need to explicitly evaluate the likelihood function. Parameter estimation by approximate Bayesian computation: a conceptual overview.

  8. Estimating equations - Wikipedia

    en.wikipedia.org/wiki/Estimating_equations

    In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated. This can be thought of as a generalisation of many classical methods—the method of moments , least squares , and maximum likelihood —as well as some recent methods like M-estimators .

  9. Minimax estimator - Wikipedia

    en.wikipedia.org/wiki/Minimax_estimator

    An example is shown on the left. The parameter space has just two elements and each point on the graph corresponds to the risk of a decision rule: the x-coordinate is the risk when the parameter is and the y-coordinate is the risk when the parameter is . In this decision problem, the minimax estimator lies on a line segment connecting two ...

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