estimator

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Related to Consistent estimator: Efficient estimator, Unbiased estimator

es·ti·mate

 (ĕs′tə-māt′)
tr.v. es·ti·mat·ed, es·ti·mat·ing, es·ti·mates
1. To calculate approximately (the amount, extent, magnitude, position, or value of something).
2. To form an opinion about; evaluate: "While an author is yet living we estimate his powers by his worst performance" (Samuel Johnson).
n. (-mĭt)
1.
a. A tentative evaluation or rough calculation, as of worth, quantity, or size: an estimate of the damage caused by the storm.
b. A statement of the approximate cost of work to be done, such as a building project or car repairs.
2. A judgment based on one's impressions; an opinion: I have a high estimate of his character.

[Latin aestimāre, aestimāt-.]

es′ti·ma′tive adj.
es′ti·ma′tor n.
Synonyms: estimate, appraise, assess, evaluate, rate1
These verbs have to do with the consideration of judgment in ascertaining value or weighing the relative merits of something: estimated the street value of the drugs to be $500,000; appraised the diamond ring; assessing real estate for investors; evaluated a student's thesis for content and organization; rated the restaurant higher than any other in the city.
American Heritage® Dictionary of the English Language, Fifth Edition. Copyright © 2016 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company. All rights reserved.

estimator

(ˈɛstɪˌmeɪtə)
n
1. a person or thing that estimates
2. (Statistics) statistics a derived random variable that generates estimates of a parameter of a given distribution, such as ̄X, the mean of a number of identically distributed random variables Xi. If ̄X is unbiased, ̄x, the observed value should be close to E(Xi). See also sampling statistic
Collins English Dictionary – Complete and Unabridged, 12th Edition 2014 © HarperCollins Publishers 1991, 1994, 1998, 2000, 2003, 2006, 2007, 2009, 2011, 2014
ThesaurusAntonymsRelated WordsSynonymsLegend:
Noun1.estimator - an expert at calculation (or at operating calculating machines)estimator - an expert at calculation (or at operating calculating machines)
expert - a person with special knowledge or ability who performs skillfully
adder - a person who adds numbers
number cruncher - someone able to perform complex and lengthy calculations
actuary, statistician - someone versed in the collection and interpretation of numerical data (especially someone who uses statistics to calculate insurance premiums)
subtracter - a person who subtracts numbers
Based on WordNet 3.0, Farlex clipart collection. © 2003-2012 Princeton University, Farlex Inc.
Translations

estimator

[ˈestɪmeɪtəʳ] Ntasador(a) m/f
Collins Spanish Dictionary - Complete and Unabridged 8th Edition 2005 © William Collins Sons & Co. Ltd. 1971, 1988 © HarperCollins Publishers 1992, 1993, 1996, 1997, 2000, 2003, 2005

estimator

n (Insur etc) → Schätzer(in) m(f)
Collins German Dictionary – Complete and Unabridged 7th Edition 2005. © William Collins Sons & Co. Ltd. 1980 © HarperCollins Publishers 1991, 1997, 1999, 2004, 2005, 2007

estimator

[ˈɛstɪmeɪtəʳ] nestimatore/trice
Collins Italian Dictionary 1st Edition © HarperCollins Publishers 1995
References in periodicals archive ?
Being a GMM estimator, the heteroskedasticity, clustering, and autocorrelation consistent estimator of the standard errors are readily available.
The IV method is commonly used to estimate the system dynamics (the transfer function from the input A to the output b) [16], which provides a consistent estimator when explanatory variable (such as [[eta].sub.A] in (3)) is correlated with error terms (such as in (3)).
where [[gamma].sup.[dagger]] is the relevant "null" value of [gamma] (as in a test of the null hypothesis [H.sub.0]: [gamma] = [[gamma].sup.[dagger]]), and se([??]) is the asymptotic standard error of equation (1) defined as [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] being a consistent estimator of the asymptotic variance of [??].
If, under the alternative hypothesis, [[??].sub.1] is no longer a consistent estimator for b, but [[??].sub.2] remains consistent, then it is possible to construct a test of the null hypothesis using the difference between [[??].sub.1] and [[??].sub.2].
Furthermore, when the heteroscedasticity level is high, Theorem 3 shows that the bias term of [[??].sup.2.sub.TW] is getting more severe so that it does not remain to be a consistent estimator. The asymptotic normality in Theorem 4 can be used to construct confidence intervals for [[sigma].sup.2].
For example, the bridge penalty is defined as [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], where [gamma] [member of] (0, 1); the adaptive Lasso penalty is defined as [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] is some first-step consistent estimator of [[beta].sub.0]; and the smoothly clipped absolute deviation (SCAD) penalty is defined as
A consistent estimator has been proposed by Arellano and Bond [22] and is used in the present study
The consistent estimator of [S.sub.A] = [M.sub.[gamma][gamma]]/4, denoted by [[??].sub.A], is a good alternative.
The purposes of this study are to: (1) Develop an analytic form for a weighting function that can be used to estimate weighted means that consistently estimate the population mean from incomplete data when covariates are measured with error; (2) Develop a consistent estimator of the weighting function and the population mean when covariates are measured with error; and (3) Evaluate the small sample properties of the estimator through a simulation study.
Ichimura denotes this model as SLS and shows that [??] is consistent and [square root of n]([??] - [[??].sub.0]) [??] N(0, [[OMEGA].sub.SLS]), where [??] is b without its first component, and gives a consistent estimator of [[OMEGA].sub.SLS] = [[GAMMA].sup.-1][summation][[GAMMA].sup.-1].
There exists indeed a weakly consistent estimator of the asymptotic variance [[sigma].sup.2](r) (although its expectation does not exist) which is given by the following 'overnormed' random sum

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