Estimation Theory - Estimators

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