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:
“Modernity exists in the form of a desire to wipe out whatever came earlier, in the hope of reaching at least a point that could be called a true present, a point of origin that marks a new departure.”
—Paul De Man (1919–1983)