(method of moments estimation)
1Method of moments — may refer to: Method of moments (statistics), a method of parameter estimation in statistics Method of moments (probability theory), a way of proving convergence in distribution in probability theory Second moment method, a technique used in… …
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… …
3Estimation theory — is a branch of statistics and signal processing that deals with estimating the values of parameters based on measured/empirical data. The parameters describe an underlying physical setting in such a way that the value of the parameters affects… …
4Method 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… …
5Maximum spacing estimation — The maximum spacing method tries to find a distribution function such that the spacings, D(i), are all approximately of the same length. This is done by maximizing their geometric mean. In statistics, maximum spacing estimation (MSE or MSP), or… …
6Maximum a posteriori estimation — In Bayesian statistics, a maximum a posteriori probability (MAP) estimate is a mode of the posterior distribution. The MAP can be used to obtain a point estimate of an unobserved quantity on the basis of empirical data. It is closely related to… …
7Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …
8Minimum distance estimation — (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. Contents 1 Definition 2 Statistics used in estimation 2.1 Chi square criterion …
9Méthode 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… …
10point estimation — Statistics. the process of determining a single estimated value (point estimate) of a parameter of a given population. Cf. interval estimation. [1960 65] * * * ▪ statistics in statistics, the process of finding an approximate value of some… …
