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・ Invasion of the Body Snatchers
・ Invasion of the Body Snatchers (1978 film)
・ Invasion of the Booty Snatchers
・ Invasion of the Bunny Snatchers
・ Invariance of domain
・ Invariance principle (linguistics)
・ Invariance theorem
・ Invariances
・ Invariant
・ Invariant (computer science)
・ Invariant (mathematics)
・ Invariant (physics)
・ Invariant basis number
・ Invariant convex cone
・ Invariant differential operator
Invariant estimator
・ Invariant extended Kalman filter
・ Invariant factor
・ Invariant factorization of LPDOs
・ Invariant manifold
・ Invariant mass
・ Invariant measure
・ Invariant of a binary form
・ Invariant polynomial
・ Invariant set postulate
・ Invariant speed
・ Invariant subspace
・ Invariant subspace problem
・ Invariant theory
・ Invariant-based programming


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Invariant estimator : ウィキペディア英語版
Invariant estimator

In statistics, the concept of being an invariant estimator is a criterion that can be used to compare the properties of different estimators for the same quantity. It is a way of formalising the idea that an estimator should have certain intuitively appealing qualities. Strictly speaking, "invariant" would mean that the estimates themselves are unchanged when both the measurements and the parameters are transformed in a compatible way, but the meaning has been extended to allow the estimates to change in appropriate ways with such transformations.〔see section 5.2.1 in Gourieroux, C. and Monfort, A. (1995). Statistics and econometric models, volume 1. Cambridge University Press.〕 The term equivariant estimator is used in formal mathematical contexts that include a precise description of the relation of the way the estimator changes in response to changes to the dataset and parameterisation: this corresponds to the use of "equivariance" in more general mathematics.
==General setting==


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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