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Statistical estimation

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This is an old revision of this page, as edited by Oleg Alexandrov (talk | contribs) at 21:42, 13 March 2005 (Category:Statistics; this article definitly needs work). 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. Regression analysis/model building

Approaches/philosophies

  1. frequentist, or classical
  2. Bayesian estimation

Methods

  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
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