estimator
used in mathematical statistics to determine an estimated value
Indirect inference
method for estimating the parameters of economic models
M-estimator
estimator
Minimum chi-square estimation
statistical estimateur
state observer
system that provides an estimate of the internal state of a given real system, from measurements of the input and output of the real system
shrinkage estimator
estimator whose accuracy is improved with more information
Bayes estimator
estimator or decision rule that minimizes the posterior expected value of a loss function
Kalman filter
algorithm that estimates unknowns from a series of measurements over time
empirical likelihood
nonparametric method for estimating the parameters of statistical models
Hodges' estimator
type of statistical estimator
bit error rate
the ratio between the number of incorrect bits transmitted to the total number of bits
Trimmed estimator
in statistics
kernel density estimation
estimator
efficient estimator
notions of a "best" statistical estimator
Least absolute deviations
statistical optimality criterion
D'
statistic used in signal detection theory; sensitivity index
Extremum estimator
wide class of estimators calculated through maximization or minimization of some objective function