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- Consistent_estimator abstract "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.In practice one constructs an estimator as a function of an available sample of size n, and then imagines being able to keep collecting data and expanding the sample ad infinitum. In this way one would obtain a sequence of estimates indexed by n, and consistency is a property of what occurs as the sample size “grows to infinity”. If the sequence of estimates can be mathematically shown to converge in probability to the true value θ0, it is called a consistent estimator; otherwise the estimator is said to be inconsistent.Consistency as defined here is sometimes referred to as weak consistency. When we replace convergence in probability with almost sure convergence, then the estimator is said to be strongly consistent. Consistency is related to bias; see bias versus consistency.".
- Consistent_estimator thumbnail Consistency_of_estimator.svg?width=300.
- Consistent_estimator wikiPageID "1497569".
- Consistent_estimator wikiPageLength "10837".
- Consistent_estimator wikiPageOutDegree "38".
- Consistent_estimator wikiPageRevisionID "696692687".
- Consistent_estimator wikiPageWikiLink Bessels_correction.
- Consistent_estimator wikiPageWikiLink Bias_of_an_estimator.
- Consistent_estimator wikiPageWikiLink Category:Asymptotic_statistical_theory.
- Consistent_estimator wikiPageWikiLink Category:Estimation_theory.
- Consistent_estimator wikiPageWikiLink Category:Statistical_inference.
- Consistent_estimator wikiPageWikiLink Category:Statistical_theory.
- Consistent_estimator wikiPageWikiLink Chebyshevs_inequality.
- Consistent_estimator wikiPageWikiLink Continuous_mapping_theorem.
- Consistent_estimator wikiPageWikiLink Convergence_of_random_variables.
- Consistent_estimator wikiPageWikiLink Degrees_of_freedom_(statistics).
- Consistent_estimator wikiPageWikiLink Efficient_estimator.
- Consistent_estimator wikiPageWikiLink Estimator.
- Consistent_estimator wikiPageWikiLink Extremum_estimator.
- Consistent_estimator wikiPageWikiLink Fisher_consistency.
- Consistent_estimator wikiPageWikiLink If_and_only_if.
- Consistent_estimator wikiPageWikiLink Independent_and_identically_distributed_random_variables.
- Consistent_estimator wikiPageWikiLink Law_of_large_numbers.
- Consistent_estimator wikiPageWikiLink Mark_Thoma.
- Consistent_estimator wikiPageWikiLink Markovs_inequality.
- Consistent_estimator wikiPageWikiLink Normal_distribution.
- Consistent_estimator wikiPageWikiLink Parametric_model.
- Consistent_estimator wikiPageWikiLink Regression_dilution.
- Consistent_estimator wikiPageWikiLink Sample_(statistics).
- Consistent_estimator wikiPageWikiLink Sample_mean_and_covariance.
- Consistent_estimator wikiPageWikiLink Sample_size_determination.
- Consistent_estimator wikiPageWikiLink Sampling_distribution.
- Consistent_estimator wikiPageWikiLink Slutskys_theorem.
- Consistent_estimator wikiPageWikiLink Standard_deviation.
- Consistent_estimator wikiPageWikiLink Statistical_hypothesis_testing.
- Consistent_estimator wikiPageWikiLink Statistics.
- Consistent_estimator wikiPageWikiLink Stochastic_equicontinuity.
- Consistent_estimator wikiPageWikiLink Variance.
- Consistent_estimator wikiPageWikiLink File:Consistency_of_estimator.svg.
- Consistent_estimator wikiPageWikiLinkText "Consistency".
- Consistent_estimator wikiPageWikiLinkText "Consistent estimator".
- Consistent_estimator wikiPageWikiLinkText "Consistent".
- Consistent_estimator wikiPageWikiLinkText "asymptotically consistent".
- Consistent_estimator wikiPageWikiLinkText "bias versus consistency".
- Consistent_estimator wikiPageWikiLinkText "consistency".
- Consistent_estimator wikiPageWikiLinkText "consistent estimator".
- Consistent_estimator wikiPageWikiLinkText "consistent".
- Consistent_estimator wikiPageWikiLinkText "consistently".
- Consistent_estimator wikiPageWikiLinkText "inconsistent".
- Consistent_estimator wikiPageWikiLinkText "statistically consistent".
- Consistent_estimator first "M.S.".
- Consistent_estimator id "0.0".
- Consistent_estimator id "C/c025240".
- Consistent_estimator last "Nikulin".
- Consistent_estimator title "Consistent estimator".
- Consistent_estimator title "Econometrics lecture".
- Consistent_estimator wikiPageUsesTemplate Template:Broader.
- Consistent_estimator wikiPageUsesTemplate Template:Cite_book.
- Consistent_estimator wikiPageUsesTemplate Template:Reflist.
- Consistent_estimator wikiPageUsesTemplate Template:Sfn.
- Consistent_estimator wikiPageUsesTemplate Template:SpringerEOM.
- Consistent_estimator wikiPageUsesTemplate Template:Su.
- Consistent_estimator wikiPageUsesTemplate Template:YouTube.
- Consistent_estimator subject Category:Asymptotic_statistical_theory.
- Consistent_estimator subject Category:Estimation_theory.
- Consistent_estimator subject Category:Statistical_inference.
- Consistent_estimator subject Category:Statistical_theory.
- Consistent_estimator hypernym Rule.
- Consistent_estimator type Country.
- Consistent_estimator type Theory.
- Consistent_estimator comment "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.".
- Consistent_estimator label "Consistent estimator".
- Consistent_estimator sameAs Q1782585.
- Consistent_estimator sameAs Konsistenz_(Statistik).
- Consistent_estimator sameAs Consistencia_(estadística).
- Consistent_estimator sameAs برآوردگر_سازگار.
- Consistent_estimator sameAs Consistenza_(statistica).
- Consistent_estimator sameAs m.0jt60zw.
- Consistent_estimator sameAs Состоятельная_оценка.
- Consistent_estimator sameAs Конзистентна_оцінка.
- Consistent_estimator sameAs Q1782585.
- Consistent_estimator wasDerivedFrom Consistent_estimator?oldid=696692687.
- Consistent_estimator depiction Consistency_of_estimator.svg.
- Consistent_estimator isPrimaryTopicOf Consistent_estimator.