Efficient estimator

Results: 122



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1Statistics / Estimation theory / Statistical theory / Probability distributions / Statistical inference / Bias of an estimator / Maximum likelihood estimation / Efficient estimator / Estimator / Uniform distribution / Normal distribution / Exponential distribution

Chapter 6 Parameter Estimation Take a random variable x described by a pdf f (x): the sample space is defined to be the set of all possible values of x. The set of n independent measurements of the random variable x, {x

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Source URL: ihp-lx.ethz.ch

Language: English - Date: 2015-03-31 05:26:54
2Statistics / Estimation theory / Statistical theory / Maximum likelihood estimation / Efficient estimator / Efficiency / Estimator / Asymptotic theory / Ole Barndorff-Nielsen / Likelihood function / Two-step M-estimators involving MLE / Generalized method of moments

Ann Inst Stat Math:469–490 DOIs10463Second-order asymptotic comparison of the MLE and MCLE of a natural parameter for a truncated exponential family of distributions

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Source URL: www.ism.ac.jp

Language: English - Date: 2016-06-28 03:34:43
3Statistics / Estimation theory / Statistical theory / Statistical inference / Robust statistics / M-estimators / Efficiency / Efficient estimator / Maximum likelihood estimation / Consistent estimator / Estimator / L-estimator

Efficient multipowers∗ Aleksey Kolokolov and Roberto Ren`o Department of Statistics, Lund University Lund 22007, Sweden. Dipartimento di Economia Politica e Statistica, Universit` a di Siena.

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:19:29
4Statistics / Statistical theory / Estimation theory / Statistical inference / Importance sampling / Variance reduction / Bias of an estimator / Efficient estimator / Estimator / Efficiency / Standard deviation / Asymptotic analysis

Analysis of an Importance Sampling Estimator for Tandem Queues PAUL GLASSERMAN

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Source URL: www.rmi.nus.edu.sg

Language: English - Date: 2003-11-03 16:13:30
5Estimation theory / Statistical theory / Maximum likelihood estimation / Consistent estimator / Fisher information / Parametric model / Efficient estimator / Asymptotic theory / Volatility / Estimator

Efficient Estimation of Integrated Volatility Incorporating Trading Information Yingying Li† Shangyu Xie‡

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-11 23:25:12
6Estimation theory / Statistical theory / Statistical inference / Robust statistics / Least squares / Estimator / Bias of an estimator / Efficiency / Mean squared error / L-estimator / Consistent estimator / Statistics

Data-Efficient Off-Policy Policy Evaluation for Reinforcement Learning Philip S. Thomas Dhruva Tirumala Emma Brunskill Carnegie Mellon University

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Source URL: psthomas.com

Language: English - Date: 2016-06-06 11:57:32
7Estimation theory / Probability distributions / Stable distributions / Statistical theory / Normal distribution / Efficient estimator / Parameter / Estimator / Statistics / Expected value / Covariance / Multivariate normal distribution

Learning in a multilateral bargaining experiment

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Source URL: cess.nyu.edu

Language: English - Date: 2009-09-28 07:26:54
8Estimation theory / Estimator / Kalman filter / Minimum mean square error / Maximum likelihood estimation / Bias of an estimator / Mean squared error / Point estimation / GaussMarkov theorem / Extended Kalman filter / Efficient estimator

2 Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters 3

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Source URL: ria.ua.pt

Language: English - Date: 2016-05-13 08:38:39
9Estimation theory / Statistical theory / Estimator / Bias of an estimator / Variance / Efficient estimator / Minimum-variance unbiased estimator / Efficiency / Normal distribution / Maximum likelihood estimation / Consistent estimator / Generalized least squares

Iterative Maximum Likelihood on Networks Elchanan Mossel∗ and Omer Tamuz† arXiv:0904.4903v2 [math.ST] 4 MayMay 4, 2009

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Source URL: people.hss.caltech.edu

Language: English - Date: 2012-03-08 06:40:05
10Statistics / Estimation theory / Statistical theory / Maximum likelihood estimation / Efficient estimator / Estimator / Likelihood function / Normal distribution / Loss function / Consistent estimator

Sample Complexity of Composite Likelihood Joseph K. Bradley Carlos Guestrin Carnegie Mellon University

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Source URL: select.cs.cmu.edu

Language: English - Date: 2012-04-11 16:43:47
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