Statistical estimation



         


There are many different ways of discussing statistical estimation...

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Goals

  1. Point estimation
  2. Interval estimation
  3. multivariate estimation??
  4. Regression/Model building
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Approaches/Philosophies

  1. frequentist, or classical
  2. Bayesian estimation
  3. fiducial??
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Methods

(mixture of all of the above)

  1. Maximum likelihood estimation
  2. Method of moments
  3. Least squares
  4. Influence functions?
  5. Confidence interval (or region)
  6. Highest posterior density interval/region
  7. Fiducial??
  8. etc...




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