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Everything about Consistent estimator
Statistical estimator
In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ0. This means that the distributions of the estimates become more and more concentrated near the true value of the parameter being estimated, so that the probability of the estimator being arbitrarily close to θ0 converges to one. Wikipedia →
🧠Start here: a 6-step reading path
- Read the overview: Consistent estimatorA 5-minute orientation
- Skim a recent paper: GVINS: Tightly Coupled GNSS–Visual–Inertial Fusion for Smooth and Consistent State EstimationInfluential work since 2022
- Pick up a classic book: Estimation of internal consistency and stability reliability using isokinetic segmental curve analysisThe most-reprinted book on the subject
- Read the landmark paper: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityCited 18,846 times
- Go sideways: Extremum estimatorA closely related topic
- Go sideways: Bernstein–von Mises theoremA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Consistent Estimation in Mendelian Randomization with Some Invalid Instruments Using a Weighted Median Estimator
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
Consistent Estimates Based on Partially Consistent Observations
🆕 Influential since 2022
GVINS: Tightly Coupled GNSS–Visual–Inertial Fusion for Smooth and Consistent State Estimation
Learning a Generalized Gaze Estimator from Gaze-Consistent Feature
FF-LINS: A Consistent Frame-to-Frame Solid-State-LiDAR-Inertial State Estimator
Sweet Gradient matters: Designing consistent and efficient estimator for Zero-shot Architecture Search
A self-consistent response function estimator for airborne natural source EM processing
đź“š Books worth reading
- 📕Estimation of internal consistency and stability reliability using isokinetic segmental curve analysisSusan N. Earles-Price · 1988
Consistent estimation of scaled coefficientsThomas M. Stoker · 1985- 📕Heteroskedasticity-consistent estimation of the variance-covariance matrix for the almost ideal demand systemMelvyn A. Fuss · 1987
- 📕The rural architectJoseph Gandy · 1806
Consistent estimation of scaled coefficientsThomas M. Stoker · 1984
A unified theory of consistent estimation for parametric modelsCharles Bates · 1984- 📕Quality-consistent estimates of international returns to skillEric Alan Hanushek · 2006
- 📕Consistent estimation of two-level non-linear regressionsAnderson, Ronald W. · 1977
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
đź”— Related topics
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