Point Estimators
- minimum-variance mean-unbiased estimator (MVUE), minimizes the risk (expected loss) of the squared-error loss-function.
- best linear unbiased estimator (BLUE)
- minimum mean squared error (MMSE)
- median-unbiased estimator, minimizes the risk of the absolute-error loss function
- maximum likelihood (ML)
- method of moments, generalized method of moments
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Famous quotes containing the word point:
“I would rather produce my passions than brood over them at my expense; they grow languid when they have vent and expression. It is better that their point should operate outwardly than be turned against us.”
—Michel de Montaigne (1533–1592)