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What (who) is M-estimator - definition
M-estimator
ESTIMATOR
M-estimate; M-estimators; M estimator; M estimators; M estimate; M-estimates; M estimates; M-estimation; M estimation; Draft:Concentrating Parameters Out of the Objective Function; User:Carolineneil/sandbox/Concentrating Parameters out of the Objective Function; User:Carolineneil/sandbox/Concentrating Parameters Out of the Objective Function
In statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. Both non-linear least squares and maximum likelihood estimation are special cases of M-estimators.
Estimator
USED IN MATHEMATICAL STATISTICS TO DETERMINE AN ESTIMATED VALUE
Efficiency bound; Restricted estimate; Unrestricted estimate; Asymptotically unbiased; Estimators; Asymptotically normal estimator; Parameter estimate; Universal estimator; Estimated value; Statistical estimate; Estimate (statistics)
·noun One who estimates or values; a valuer.
Estimator
USED IN MATHEMATICAL STATISTICS TO DETERMINE AN ESTIMATED VALUE
Efficiency bound; Restricted estimate; Unrestricted estimate; Asymptotically unbiased; Estimators; Asymptotically normal estimator; Parameter estimate; Universal estimator; Estimated value; Statistical estimate; Estimate (statistics)
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean.
