Estimators
Commonly used estimators and estimation methods, and topics related to them:
- Maximum likelihood estimators
- Bayes estimators
- Method of moments estimators
- Cramér–Rao bound
- Minimum mean squared error (MMSE), also known as Bayes least squared error (BLSE)
- Maximum a posteriori (MAP)
- Minimum variance unbiased estimator (MVUE)
- Best linear unbiased estimator (BLUE)
- Unbiased estimators — see estimator bias.
- Particle filter
- Markov chain Monte Carlo (MCMC)
- Kalman filter, and its various derivatives
- Wiener filter
Read more about this topic: Estimation Theory