翻訳と辞書 Words near each other ・ Extremist Groups ・ Extremist Makeover ・ Extremists (comics) ・ Extremities ・ Extremities (film) ・ Extremities (play) ・ Extremities, Dirt and Various Repressed Emotions ・ Extremoduro ・ Extremophile ・ Extremoplusia ・ Extremoplusia megaloba ・ Extremotroph ・ Extremoz ・ Extremozyme ・ Extremschrammeln ・ Extremum estimator ・ Extremypena ・ Extresol Solar Power Station ・ Extreuodynerus ・ Extricate ・ Extricating Young Gussie ・ Extrication morality ・ Extrinsic extensor muscles of the hand ・ Extrinsic finality ・ Extrinsic fraud ・ Extrinsic incentives bias ・ Extrinsic pathway ・ Extrinsic semiconductor ・ Extriplex ・ Extriplex californica Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Extremum estimator ： ウィキペディア英語版 Extremum estimator In statistics and econometrics, extremum estimators is a wide class of estimators for parametric models that are calculated through maximization (or minimization) of a certain ''objective function'', which depends on the data. The general theory of extremum estimators was developed by . == Definition == An estimator $\backslash scriptstyle\backslash hat\backslash theta$ is called an extremum estimator, if there is an ''objective function'' $\backslash scriptstyle\backslash hat\_n$ such that : $$ \hat\theta = \underset_n(\theta), where Θ is the possible range of parameter values. Sometimes a slightly weaker definition is given: : $$ \widehat Q_n(\hat\theta) \geq \max_\,\widehat Q_n(\theta) - o_p(1), where ''o''''p''(1) is the variable converging in probability to zero. With this modification $\backslash scriptstyle\backslash hat\backslash theta$ doesn’t have to be the exact maximizer of the objective function, just be sufficiently close to it. The theory of extremum estimators does not specify what the objective function should be. There are various types of objective functions suitable for different models, and this framework allows us to analyse the theoretical properties of such estimators from a unified perspective. The theory only specifies the properties that the objective function has to possess, and when one selects a particular objective function, he or she only has to verify that those properties are satisfied. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Extremum estimator」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.