Approaching the parameter estimation quality of maximum likelihood via generalized moments
Data Analysis, Statistics and Probability
2007-05-23 v1 High Energy Physics - Phenomenology
Abstract
A simple criterion is presented for a practical construction of generalized moments that allow one to approach the theoretical Rao-Cramer limit for parameter estimation while avoiding the complexity of the maximum likelihood method in the cases of complicated probability distributions and/or very large event samples.
Keywords
Cite
@article{arxiv.physics/0001019,
title = {Approaching the parameter estimation quality of maximum likelihood via generalized moments},
author = {Fyodor V. Tkachov},
journal= {arXiv preprint arXiv:physics/0001019},
year = {2007}
}
Comments
PS 4 pages