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What (who) is S-estimator - definition
S-estimator
The goal of S-estimators is to have a simple high-breakdown regression estimator, which share the flexibility and nice asymptotic properties of M-estimators. The name "S-estimators" was chosen as they are based on estimators of scale.
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.
