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Large sample properties of classical estimator for scale parameter

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#statistics #statistical-inference #parameter-estimation
62
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Solving a parameterized matrix equation with specific structure

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#matrices #matrix-equations #parametric #parameter-estimation #matrix-exponential
388
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Proof that $\frac{1}{n}\sum_{i=1}^n(\hat{y}_i-y)^2$ is a biased estimator of the residual variance

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#statistics #expected-value #parameter-estimation
41
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MMSE estimator using pmf table

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#probability #estimation #parameter-estimation
19
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Simplest optimization method for specific nonlinear function

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#nonlinear-optimization #parameter-estimation
17
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Prove unbiasedness for $T(X_1,...,X_n) = X_1$ with $X_1 \sim Bin(1,p)$ and $X_i$ i.i.d.

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#statistics #parameter-estimation
70
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what is wrong in here?

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#means #parameter-estimation
266
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How to calculate variance of $Var(\hat{\beta_0}+\hat{\beta_1}x^*)$ in linear regression(predicting value of y)?

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#statistics #variance #parameter-estimation #linear-regression
2k
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Method of moments estimator for lognormal distribution

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#probability #statistics #solution-verification #parameter-estimation
36
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Absolute value equation with parameter p

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#absolute-value #parameter-estimation
51
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Variable transformation for a multiple linear regression model

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#statistics #least-squares #estimation #parameter-estimation #linear-regression
54
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Mixture of two densities

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#statistics #density-function #parameter-estimation
61
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Calculating the asymptotic normality result of a MLE from a skew-logistic distribution

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#statistics #maximum-likelihood #parameter-estimation
29
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How can I derive OLS predicted error term $\hat{e}_i$ as a function of $e_i$?

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#least-squares #estimation #parameter-estimation #standard-error
37
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Is there an algorithm to compute the Maximum Likelihood Estimator?

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#algorithms #maximum-likelihood #parameter-estimation

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