## Estimator

In statistics, an **estimator** is a rule for calculating an estimate of a given quantity based on observed data: thus the rule and its result (the estimate) are distinguished.

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### Some articles on estimator:

**Estimator**- Behavioural Properties

... Consistency A consistent sequence of

**estimators**is a sequence of

**estimators**that converge in probability to the quantity being estimated as the index ... words, increasing the sample size increases the probability of the

**estimator**being close to the population parameter ... Mathematically, a sequence of

**estimators**{tn n ≥ 0} is a consistent

**estimator**for parameter θ if and only if, for all ϵ > 0, no matter how small, we have ...

Stein's Unbiased Risk Estimate

... Stein's unbiased risk estimate (SURE) is an unbiased

... Stein's unbiased risk estimate (SURE) is an unbiased

**estimator**of the mean-squared error of "a nearly arbitrary, nonlinear biased**estimator**." In other words, it ... This is important since the true mean-squared error of an**estimator**is a function of the unknown parameter to be estimated, and thus cannot be determined exactly ...L-

... In robust statistics, an L-

**estimator**... In robust statistics, an L-

**estimator**is an**estimator**which equals a linear combination of order statistics of the measurements ... The median is therefore a simple example of an L-**estimator**... Not all L-**estimators**are robust the minimum, maximum, mean, and mid-range are all L-**estimators**, but have a breakdown point of 0 ...Redescending M-

... Redescending M-

**estimator**- Advantages... Redescending M-

**estimators**have high breakdown points (close to 0.5), and their Ψ function can be chosen to redescend smoothly to 0 ... outliers are not ignored completely, and greatly improves the efficiency of the redescending M-**estimator**... The redescending M-**estimators**are slightly more efficient than the Huber**estimator**for several symmetric, wider tailed distributions, but about 20% more efficient than ...Leonard–Merritt Mass

... The Leonard–Merritt mass

**Estimator**... The Leonard–Merritt mass

**estimator**is a formula for estimating the mass of a spherical stellar system using the apparent (angular) positions and proper motions of its component stars ... Like the virial theorem, the Leonard–Merritt**estimator**yields correct results regardless of the degree of velocity anisotropy ... The**estimator**has the general form Like all**estimators**based on moments of the Jeans equations, the Leonard–Merritt**estimator**requires an assumption about the ...Related Subjects

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