semiparametric estimation

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• Semiparametric model — In statistics a semiparametric model is a model that has parametric and nonparametric components.A model is a collection of distributions: {P heta: heta in Theta} indexed by a parameter heta. * A parametric model is one in which the indexing… …   Wikipedia

• Density estimation — In probability and statistics, density estimation is the construction of an estimate, based on observed data, of an unobservable underlying probability density function. The unobservable density function is thought of as the density according to… …   Wikipedia

• Minimum distance estimation — (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. Contents 1 Definition 2 Statistics used in estimation 2.1 Chi square criterion …   Wikipedia

• Maximum spacing estimation — The maximum spacing method tries to find a distribution function such that the spacings, D(i), are all approximately of the same length. This is done by maximizing their geometric mean. In statistics, maximum spacing estimation (MSE or MSP), or… …   Wikipedia

• Maximum a posteriori estimation — In Bayesian statistics, a maximum a posteriori probability (MAP) estimate is a mode of the posterior distribution. The MAP can be used to obtain a point estimate of an unobserved quantity on the basis of empirical data. It is closely related to… …   Wikipedia

• Heckman correction — The Heckman correction (the two stage method, Heckman s lambda or the Heckit method) is any of a number of related statistical methods developed by James Heckman in 1976 through 1979 which allow the researcher to correct for selection bias.… …   Wikipedia

• James Stock — James Harold Stock (* 24. Dezember 1955 in München) ist ein US amerikanischer Wirtschaftswissenschaftler. Er forscht und lehrt als Professor für Ökonomie, insbesondere Ökonometrie, an der Harvard University. Inhaltsverzeichnis 1 Leben und Wirken… …   Deutsch Wikipedia

• Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

• List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

• Robust regression — In robust statistics, robust regression is a form of regression analysis designed to circumvent some limitations of traditional parametric and non parametric methods. Regression analysis seeks to find the effect of one or more independent… …   Wikipedia

• Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   Wikipedia