Estimation Theory

Estimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data. An estimator attempts to approximate the unknown parameters using the measurements. In estimation theory, two approaches are generally considered. The probabilistic approach (described in this article) assumes that the measured data is random with probability distribution dependent on the parameters of interest The set-membership approach assumes that the measured data vector belongs to a …

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Publications

CMA: Canadian Medical Association · 21 July 2022 English

We found that higher risk of SARS-CoV-2 infection and and prospectively monitored rates of rates of vaccination among First Nations, COVID-19 because of high rates of SARS-CoV-2 testing, diagnosis and …

Volz E, Heckathorn DD. Probability based estimation theory for respondent 40. Yoon P, Hall J, Fuld J


desLibris · 16 November 2021 English

Statistics Canada continues to use a variety of data sources to provide neighbourhood-level variables across an expanding set of domains, such as sociodemographic characteristics, income, services and amenities, crime, and …


desLibris · 18 December 2020 English

'This paper measures valuation and strategic uncertainty in an over-the-counter market. The analysis uses a novel data set of price estimates that major financial institutions provide to a consensus pricing …


desLibris · 18 June 2020 English

Using data from a Canadian field experiment on the financial barriers to higher education, we estimate the distribution of the value of financial aid for prospective students. We find that …


desLibris · 15 April 2020 English

We study the estimation of peer effects through social networks when researchers do not observe the network structure. Instead, we assume that researchers know (have a consistent estimate of) the …


desLibris · 31 January 2020 English

In that case, the hyperparameters only concern the variance-covariance matrix of the b coefficients and the precision τ. As is well-known, Bayesian methods are sensitive to misspecification of the distributions …


desLibris · 23 January 2020 English

This paper extends the work of Baltagi et al. (2018) to the popular dynamic panel data model. We investigate the robustness of Bayesian panel data models to possible misspecification of …


desLibris · 16 October 2019 English

The FDIC resolves insolvent banks using an auction process in which bidding is multidimensional and the rule used to evaluate bids along the different dimensions is proprietary. Uncertainty about the …


Childcare Resource and Research Unit · 27 September 2018 English

A report on child and family poverty in Toronto, November 2014

Volz E, Heckathorn DD. Probability based estimation theory for respondent driven sampling. Journal of


desLibris · 27 September 2018 English

We would like to acknowledge that the land on which this work was carried out is the traditional and unceded territories of the Huron-Wendat, Anishinabek Nation, the Haudenosaunee Confederacy, the …

Volz E, Heckathorn DD. Probability based estimation theory for respondent driven sampling. Journal


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