consistent estimation

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• Consistent estimator — {T1, T2, T3, …} is a sequence of estimators for parameter θ0, the true value of which is 4. This sequence is consistent: the estimators are getting more and more concentrated near the true value θ0; at the same time, these estimators are biased.… …   Wikipedia

• Multivariate kernel density estimation — Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be viewed as a generalisation of histogram density… …   Wikipedia

• point estimation — Statistics. the process of determining a single estimated value (point estimate) of a parameter of a given population. Cf. interval estimation. [1960 65] * * * ▪ statistics       in statistics, the process of finding an approximate value of some… …   Universalium

• 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

• Rasch model estimation — Various techniques are employed in order to estimate parameters of the Rasch model from matrices of response data. The most common approaches are methods of maximum likelihood estimation, such as joint and conditional maximum likelihood… …   Wikipedia

• Heteroscedasticity-consistent standard errors — In statistics, a frequent assumption in linear regression is that the disturbances u i have the same variance. When this is not the case, we get heteroskedasticity in the estimated residuals scriptstylewidehat{u i} . Heteroskedasticity consistent …   Wikipedia

• Traffic estimation and prediction system — (TrEPS) have the potential to improve traffic conditions and reduce travel delays by facilitating better utilization of available capacity. These systems exploit currently available and emerging computer, communication, and control technologies… …   Wikipedia

• Fixed effects estimation — In econometrics and statistics the fixed effects estimator (also known as the within estimator) is an estimator for the coefficients in panel data analysis. If we assume fixed effects, we impose time independent effects for each entity.… …   Wikipedia

• Errors-in-variables models — In statistics and econometrics, errors in variables models or measurement errors models are regression models that account for measurement errors in the independent variables. In contrast, standard regression models assume that those regressors… …   Wikipedia

• Instrumental variable — In statistics, econometrics, and related disciplines, the method of instrumental variables (IV) is used to estimate causal relationships when controlled experiments are not feasible. Statistically, IV methods allow consistent estimation when the… …   Wikipedia

• Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia