Adaptive estimator

In statistics, an adaptive estimator is an estimator in a parametric or semiparametric model with nuisance parameters such that the presence of these nuisance parameters does not affect efficiency of estimation. == Definition == Formally, let parameter θ in a parametric model consists of two parts: the parameter of interest ν ∈ N ⊆ Rk, and the nuisance parameter η ∈ H ⊆ Rm.

Source: Wikipedia — Adaptive estimator (CC BY-SA 4.0)

Adaptive estimator

In statistics, an adaptive estimator is an estimator in a parametric or semiparametric model with nuisance parameters such that the presence of these nuisance parameters does not affect efficiency of estimation. == Definition == Formally, let parameter θ in a parametric model consists of two parts: the parameter of interest ν ∈ N ⊆ Rk, and the nuisance parameter η ∈ H ⊆ Rm.

This neuron ends here.

Source: Wikipedia "Adaptive estimator" · CC BY-SA 4.0

Share this article: X · Bluesky
Privacy Policy