Theory of Estimation

Wolfgang Karl Härdle and Leopold Simar
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Wolfgang Karl Härdle: Humboldt-Universität zu Berlin, C.A.S.E. Centre f. Appl. Stat. & Econ. School of Business and Economics

Chapter Chapter 6 in Applied Multivariate Statistical Analysis, 2015, pp 201-211 from Springer

Abstract: Abstract We know from our basic knowledge of statistics that one of the objectives in statistics is to better understand and model the underlying process which generates data. This is known as statistical inference: we infer from information contained in sample properties of the population from which the observations are taken. In multivariate statistical inference, we do exactly the same.

Keywords: Likelihood Function; Score Function; Maximum Likelihood Estimator; Unbiased Estimator; Fisher Information Matrix (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-662-45171-7_6

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