robust estimator

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• robust estimator — apytikslis įvertintuvas statusas T sritis automatika atitikmenys: angl. robust estimator vok. robuster Schätzer, m rus. робастный оцениватель, m pranc. estimateur robuste, m …   Automatikos terminų žodynas

• Robust statistics — provides an alternative approach to classical statistical methods. The motivation is to produce estimators that are not unduly affected by small departures from model assumptions. Contents 1 Introduction 2 Examples of robust and non robust… …   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

• 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

• M-estimator — In statistics, M estimators are a broad class of statistics which are obtained as the solution to the problem of minimizing certain functions of the data. The process of obtaining an M estimator is called M estimation.Some authors define M… …   Wikipedia

• Minimax estimator — In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) from observations an estimator (estimation rule) is called minimax if its maximal risk is minimal among all estimators of . In a… …   Wikipedia

• Redescending M-estimator — Redescending M estimators are very popular Ψ type M estimators which have Ψ functions that are non decreasing near the origin, but decreasing toward 0 far from the origin. Their ψ functions can be chosen to redescend smoothly to zero, so that… …   Wikipedia

• L-estimator — In robust statistics, an L estimator is an estimator which equals a linear combination of order statistics of the measurements.Consider, for example, the median. Given n measurements x 1, ldots, x n, where n is odd, the median equals x… …   Wikipedia

• Hodges-Lehmann estimator — The Hodges Lehmann estimator is a statistical method for robust estimation.The principal form of this estimator is used to give an estimate of the difference between the values in two sets of data. If the two sets of data contain m and n data… …   Wikipedia

• Invariant estimator — In statistics, the concept of being an invariant estimator is a criterion that can be used to compare the properties of different estimators for the same quantity. It is a way of formalising the idea that an estimator should have certain… …   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