Extremum estimator information

In statistics and econometrics, extremum estimators are a wide class of estimators for parametric models that are calculated through maximization (or minimization)...

infinity). In frequentist inference, MLE is a special case of an extremum estimator, with the objective function being the likelihood. We model a set...

In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the...

continuity of the objective function, suffices for the existence of an extremum estimator. In Deep Learning, the parameters of a deep network are called weights...

External validity Extrapolation domain analysis Extreme value theory Extremum estimator F-distribution F-divergence F-statistics – population genetics F-test...

result is useful to derive consistency of a large class of estimators (see Extremum estimator). Borel's law of large numbers, named after Émile Borel, states...

weak convergence, which can be used to prove the convergence of extremum estimators. Let { H n ( θ ) : n ≥ 1 } {\displaystyle \{H_{n}(\theta ):n\geq...

ISBN 978-1107163447. Močkus, Jonas (1975). "On bayesian methods for seeking the extremum". Optimization Techniques IFIP Technical Conference Novosibirsk, July 1–7...

extension is a function with a single local extremum. One important property of unimodal functions is that the extremum can be found using search algorithms...

probability distribution Fisher–Tippett–Gnedenko theorem – limit theorem for extremum values (such as max{Xn}) Irwin–Hall distribution Markov chain central limit...

of filter weights is a quadratic function which means it has only one extremum, that minimizes the mean-square error, which is the optimal weight. The...

ISBN 978-1-4725-6167-1, retrieved 2021-05-31 Nwabueze, JC (2008-05-21). "Performances of estimators of linear model with auto-correlated error terms when the independent...

written as E[G]. However, G is determined not as its minimum, but as its extremum. Thus we may have some theoretical and practical difficulties. There is...