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Statistical estimation

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This is an old revision of this page, as edited by Hike395 (talk | contribs) at 15:19, 11 February 2005 (→Goals: dab regression). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

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

Goals

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