Statistical estimation
From Sterwiki
There are many different ways of discussing statistical estimation.
Goals
- Point estimation
- Interval estimation
- Regression analysis/model building
Approaches/philosophies
- frequentist, or classical
- Bayesian estimation
Methods
- Maximum likelihood estimation
- Method of moments
- Least squares
- Influence functions?
- Confidence interval (or region)
- Highest posterior density interval/region
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