When are biased estimators with lower MSE preferred?
15078
When is a biased estimator preferable to unbiased one?
109015
How to show that 0.5Y is an unbiased estimator of alpha?
1731
Estimate model with dummies for whole sample versus model without dummies for each subsample
140065
Expectation maxmisation algorithm increases true likelihood at each iteration
145730
Idea and intuition behind quasi maximum likelihood estimation (QMLE)
95504
Should I keep a non-significant intercept in a GARCH model?
94509
Statistical methods for data where only a minimum/maximum value is known
43782
When estimating variance, why do unbiased estimators divide by n-1 yet maximum likelihood estimates divide by n?
40629
How to do a bias-variance analysis on a machine learning modelling process
39683
Choosing a bandwidth for kernel density estimators
94994
Optimal estimation of a single parameter given data at different scales
158443
How to show that an estimator is consistent?
138120
Linear regression with non-symmetric cost function?
85486
Show that $S = \sqrt{S^2}$ is a biased estimator of $\sigma$ given a random sample from a normal distribution ...
25409
Why does k-fold cross validation generate an MSE estimator that has higher bias, but lower variance then leave-one-out cross-validation?
20650
Maximum Likelihood Estimation (MLE) in layman terms
102544
Why should one use EM vs. say, Gradient Descent with MLE?