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linear estimator

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  • Linear least squares — is an important computational problem, that arises primarily in applications when it is desired to fit a linear mathematical model to measurements obtained from experiments. The goals of linear least squares are to extract predictions from the… …   Wikipedia

  • Linear least squares/Proposed — Linear least squares is an important computational problem, that arises primarily in applications when it is desired to fit a linear mathematical model to observations obtained from experiments. Mathematically, it can be stated as the problem of… …   Wikipedia

  • Linear discriminant analysis — (LDA) and the related Fisher s linear discriminant are methods used in statistics, pattern recognition and machine learning to find a linear combination of features which characterize or separate two or more classes of objects or events. The… …   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

  • Linear least squares (mathematics) — This article is about the mathematics that underlie curve fitting using linear least squares. For statistical regression analysis using least squares, see linear regression. For linear regression on a single variable, see simple linear regression …   Wikipedia

  • Linear model — In statistics the linear model is given by:Y = X eta + varepsilonwhere Y is an n times;1 column vector of random variables, X is an n times; p matrix of known (i.e. observable and non random) quantities, whose rows correspond to statistical… …   Wikipedia

  • Estimator — In statistics, an estimator is a function of the observable sample data that is used to estimate an unknown population parameter (which is called the estimand ); an estimate is the result from the actual application of the function to a… …   Wikipedia

  • Linear-quadratic-Gaussian control — In control theory, the linear quadratic Gaussian (LQG) control problem is one of the most fundamental optimal control problems. It concerns uncertain linear systems disturbed by additive white Gaussian noise, having incomplete state information… …   Wikipedia

  • Bayes linear — is a subjectivist statistical methodology and framework. Traditional subjective Bayesian analysis is based upon fully specified probability distributions, which are very difficult to specify at the necessary level of detail. Bayes linear attempts …   Wikipedia

  • Least-squares estimation of linear regression coefficients — In parametric statistics, the least squares estimator is often used to estimate the coefficients of a linear regression. The least squares estimator optimizes a certain criterion (namely it minimizes the sum of the square of the residuals). In… …   Wikipedia

  • Kaplan–Meier estimator — The Kaplan–Meier estimator,[1][2] also known as the product limit estimator, is an estimator for estimating the survival function from life time data. In medical research, it is often used to measure the fraction of patients living for a certain… …   Wikipedia

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