asymptotically efficient estimation

asymptotically efficient estimation
асимптотически эффективная оценка

English-russian dictionary of physics. 2013.

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  • 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

  • Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For 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

  • Cauchy distribution — Not to be confused with Lorenz curve. Cauchy–Lorentz Probability density function The purple curve is the standard Cauchy distribution Cumulative distribution function …   Wikipedia

  • Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • Logrank test — In statistics, the logrank test is a hypothesis test to compare the survival distributions of two samples. It is a nonparametric test and appropriate to use when the data are right skewed and censored (technically, the censoring must be non… …   Wikipedia

  • Vector autoregression — (VAR) is an econometric model used to capture the evolution and the interdependencies between multiple time series, generalizing the univariate AR models. All the variables in a VAR are treated symmetrically by including for each variable an… …   Wikipedia

  • Jacob Ziv — (hebräisch ‏יעקב זיו‎, auch Yaakov Ziv; * 27. November 1931 in Tiberias, Palästina) ist ein israelischer Elektroingenieur und hat im Bereich der Informationstheorie bed …   Deutsch Wikipedia

  • Ziv — Jacob Ziv (hebräisch ‏יעקב זיו‎, auch Yaakov Ziv; * 27. November 1931 in Tiberias, Palästina) ist ein israelische Elektroingenieur und hat im Bereich der Informationstheorie bedeutende Grundlagenforschung geleistet. Zusammen mit Abraham Lempel… …   Deutsch Wikipedia

  • 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


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