All Questions
6
questions
2
votes
1
answer
150
views
What is an explicit formula for the seventh moment? [duplicate]
I am trying to perform an analysis using the seventh moment but I can't seem to find an explicit formula for anything past the fourth moment.
What is an explicit formula for the 7th moment similar to ...
- 161
5
votes
1
answer
1k
views
minimax estimator
In the lecture here
https://www.stat.berkeley.edu/~yuekai/201b/lec6.pdf
we have
"minimaxity does not imply admissibility: a minimax estimator has the best worst-case performance, but its ...
- 163
2
votes
3
answers
2k
views
Function of a sufficient statistic
It is well-known that a 1-1 function of a sufficient statistic is also sufficient for a parameter $p$.
I am however confused by the consequence that if $T$ is sufficient for a parameter $p$, then a ...
- 1,387
77
votes
15
answers
12k
views
Why would parametric statistics ever be preferred over nonparametric?
Can someone explain to me why would anyone choose a parametric over a nonparametric statistical method for hypothesis testing or regression analysis?
In my mind, it's like going for rafting and ...
- 947
19
votes
1
answer
5k
views
What is "Targeted Maximum Likelihood Expectation"?
I'm trying to understand some papers by Mark van der Laan. He's a theoretical statistician at Berkeley working on problems overlap significantly with machine learning. One problem for me (besides ...
- 311
8
votes
1
answer
2k
views
What practical application is there for the Asymptotic Mean Integrated Squared Error in kernel density estimation?
Introduction
For some time now I have been struggling to understand how theoretical results can be applied in practice. Fortunately in most cases the link between theory and practice is not hard to ...
