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Statistical estimation

There are many different ways of discussing statistical estimation...

Goals

  1. Point estimation
  2. Interval estimation
  3. multivariate estimation??
  4. Regression/Model building[?]

Approaches/Philosophies

  1. frequentist, or classical
  2. Bayesian estimation[?]
  3. fiducial??

Methods

(mixture of all of the above)

  1. Maximum likelihood estimation[?]
  2. Method of moments[?]
  3. Least squares
  4. Influence functions[?]?
  5. Confidence interval[?] (or region)
  6. Highest posterior density[?] interval/region
  7. Fiducial[?]??
  8. etc...



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