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Statistical estimation

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

Goals

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

Approaches/Philosophies

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

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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