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2. Estimation of signal parameters via rotational invariance ...

   en.wikipedia.org/wiki/Estimation_of_signal...

   Estimation of signal parameters via rotational invariant techniques (ESPRIT), is a technique to determine the parameters of a mixture of sinusoids in background noise. This technique was first proposed for frequency estimation. [ 1 ]

3. Hjorth parameters - Wikipedia

   en.wikipedia.org/wiki/Hjorth_parameters

   This parameter is proportional to a standard deviation of the power spectrum. It is an estimate of the mean frequency. Complexity gives an estimate of the bandwidth of the signal, which indicates the similarity of the shape of the signal to a pure sine wave. Since the calculation of the Hjorth parameters is based on variance, the computational ...

4. 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 ...

5. 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.

6. 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 .

7. Generalized estimating equation - Wikipedia

   en.wikipedia.org/wiki/Generalized_estimating...

   The most popular form of inference on GEE regression parameters is the Wald test using naive or robust standard errors, though the Score test is also valid and preferable when it is difficult to obtain estimates of information under the alternative hypothesis.