generalized method of moments

  • 1Generalized method of moments — GMM may also mean Gaussian mixture model. : For the Thai entertainment company, see GMM Grammy. The generalized method of moments is a very general statistical method for obtaining estimates of parameters of statistical models. It is a… …

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  • 2Method of moments (statistics) — See method of moments (probability theory) for an account of a technique for proving convergence in distribution. In statistics, the method of moments is a method of estimation of population parameters such as mean, variance, median, etc. (which… …

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  • 3Method of simulated moments — In econometrics, the method of simulated moments (MSM) (also called simulated method of moments[1]) is a structural estimation technique introduced by Daniel McFadden[2]. It extends the generalized method of moments to cases where theoretical… …

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  • 4Méthode des moments (statistiques) — Pour les articles homonymes, voir Méthode des moments. La méthode des moments est un outil d estimation intuitif qui date du début des Statistiques. Elle consiste à estimer les paramètres recherchés en égalisant certains moments théoriques (qui… …

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  • 5Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …

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  • 6List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …

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  • 7Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …

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  • 8Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …

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  • 9Statistical inference — In statistics, statistical inference is the process of drawing conclusions from data that are subject to random variation, for example, observational errors or sampling variation.[1] More substantially, the terms statistical inference,… …

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  • 10List of mathematics articles (G) — NOTOC G G₂ G delta space G networks Gδ set G structure G test G127 G2 manifold G2 structure Gabor atom Gabor filter Gabor transform Gabor Wigner transform Gabow s algorithm Gabriel graph Gabriel s Horn Gain graph Gain group Galerkin method… …

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