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Statistical Inference/Asymptotic Evaluations

From Wiki**3

< Statistical Inference
Statistical Inference
Probability Theory
Transformations and Expectations
Common Families of Distributions
Multiple Random Variables
Properties of a Random Sample
Principles of Data Reductions
Point Estimation
Hypothesis Testing
Interval Estimation
Asymptotic Evaluations
Analysis of Variance and Regression
Regression Models

Contents

  • 1 Point Estimation
    • 1.1 Consistency
    • 1.2 Efficiency
    • 1.3 Calculations and Comparisons
    • 1.4 Bootstrap Standard Errors
  • 2 Robustness
    • 2.1 The Mean and the Median
    • 2.2 M-Estimators
  • 3 Hypothesis Testing
    • 3.1 Asymptotic Distribution of LRTs
    • 3.2 Other Large-Sample Tests
  • 4 Interval Estimation
    • 4.1 Approximate Maximum Likelihood Intervals
    • 4.2 Other Large-Sample Intervals

Point Estimation

Consistency

Efficiency

Calculations and Comparisons

Bootstrap Standard Errors

Robustness

The Mean and the Median

M-Estimators

Hypothesis Testing

Asymptotic Distribution of LRTs

Other Large-Sample Tests

Interval Estimation

Approximate Maximum Likelihood Intervals

Other Large-Sample Intervals

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Categories:
  • Statistics
  • Statistical Inference
  • This page was last edited on 4 August 2018, at 10:30.
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