Penkiakalbis aiškinamasis metrologijos terminų žodynas. – Vilnius: Mokslo ir enciklopedijų leidybos institutas. Vytautas Valiukėnas, Pranas Juozas Žilinskas. 2006.
Estimator — In statistics, an estimator is a function of the observable sample data that is used to estimate an unknown population parameter (which is called the estimand ); an estimate is the result from the actual application of the function to a… … Wikipedia
error — 1. A defect in structure or function. 2. In biostatistics : 1) a mistaken decision, as in hypothesis testing or classification by a discriminant function; 2) the difference between the true value and the observed … Medical dictionary
estimation error — įverčio paklaida statusas T sritis Standartizacija ir metrologija apibrėžtis Parametro įvertinimo paklaida, išreiškiama taip: (T – θ); čia T – įvertis, θ – tikroji parametro vertė. atitikmenys: angl. estimation error; estimator error vok.… … Penkiakalbis aiškinamasis metrologijos terminų žodynas
Mean squared error — In statistics, the mean squared error (MSE) of an estimator is one of many ways to quantify the difference between values implied by a kernel density estimator and the true values of the quantity being estimated. MSE is a risk function,… … Wikipedia
Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… … Wikipedia
Minimum mean square error — In statistics and signal processing, a minimum mean square error (MMSE) estimator describes the approach which minimizes the mean square error (MSE), which is a common measure of estimator quality. The term MMSE specifically refers to estimation… … Wikipedia
Standard error (statistics) — For a value that is sampled with an unbiased normally distributed error, the above depicts the proportion of samples that would fall between 0, 1, 2, and 3 standard deviations above and below the actual value. The standard error is the standard… … Wikipedia
Minimum-variance unbiased estimator — In statistics a uniformly minimum variance unbiased estimator or minimum variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. The… … Wikipedia
Newey–West estimator — A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression type model when this model is applied in situations where the standard assumptions of regression… … Wikipedia
James-Stein estimator — The James Stein estimator is a nonlinear estimator which can be shown to dominate, or outperform, the ordinary (least squares) technique. As such, it is the best known example of Stein s phenomenon.An earlier version of the estimator was… … Wikipedia
