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2. Real estate appraisal - Wikipedia

   en.wikipedia.org/wiki/Real_estate_appraisal

   Real estate appraisal, property valuation or land valuation is the process of developing an opinion of value for real property (usually market value).Real estate transactions often require appraisals because they occur infrequently and every property is unique (especially their condition, a key factor in valuation), unlike corporate stocks, which are traded daily and are identical (thus a ...

3. M-estimator - Wikipedia

   en.wikipedia.org/wiki/M-estimator

   M-estimator. In statistics, M-estimators are a broad class of extremum estimators for which the objective function is a sample average. [1] Both non-linear least squares and maximum likelihood estimation are special cases of M-estimators. The definition of M-estimators was motivated by robust statistics, which contributed new types of M ...

4. Point estimation - Wikipedia

   en.wikipedia.org/wiki/Point_estimation

   In statistics, point estimation involves the use of sample data to calculate a single value (known as a point estimate since it identifies a point in some parameter space) which is to serve as a "best guess" or "best estimate" of an unknown population parameter (for example, the population mean ). More formally, it is the application of a point ...

5. Fisher consistency - Wikipedia

   en.wikipedia.org/wiki/Fisher_consistency

   Fisher consistency. In statistics, Fisher consistency, named after Ronald Fisher, is a desirable property of an estimator asserting that if the estimator were calculated using the entire population rather than a sample, the true value of the estimated parameter would be obtained. [1]

6. Asymptotic theory (statistics) - Wikipedia

   en.wikipedia.org/wiki/Asymptotic_theory_(statistics)

   Asymptotic theory (statistics) In statistics, asymptotic theory, or large sample theory, is a framework for assessing properties of estimators and statistical tests. Within this framework, it is often assumed that the sample size n may grow indefinitely; the properties of estimators and tests are then evaluated under the limit of n → ∞.

7. James–Stein estimator - Wikipedia

   en.wikipedia.org/wiki/James–Stein_estimator

   James–Stein estimator. The James–Stein estimator is a biased estimator of the mean, , of (possibly) correlated Gaussian distributed random variables with unknown means . It arose sequentially in two main published papers. The earlier version of the estimator was developed in 1956, [1] when Charles Stein reached a relatively shocking ...