Category
page 1Estimator

estimator
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean.
Kaplan–Meier estimator
non-parametric statistic used to estimate the survival function
consistent estimator
statistical estimator converging in probability to a true parameter as sample size increases
Bayes estimator
estimator or decision rule that minimizes the posterior expected value of a loss function
Minimum-variance unbiased estimator
unbiased statistical estimator minimizing variance
Newey–West estimator
statistical tool