Tag: method-of-moments

55 Examples where method of moments can beat maximum likelihood in small samples? 2013-12-22T23:30:07.553

23 Maximum Likelihood Estimation -- why it is used despite being biased in many cases 2015-11-22T16:20:21.260

20 What is the logic behind method of moments? 2014-12-15T15:03:10.020

16 When do maximum likelihood and method of moments produce the same estimators? 2017-02-17T18:12:24.190

15 What exactly are moments? How are they derived? 2015-01-10T13:54:21.053

11 What is the difference/relationship between method of moments and GMM? 2010-07-20T12:29:17.607

11 How do I know which method of parameter estimation to choose? 2011-01-28T06:12:21.280

11 Link between moment-generating function and characteristic function 2012-11-22T15:48:26.380

11 Is ANOVA relying on the method of moments and not on the maximum likelihood? 2015-12-23T18:14:58.587

9 What is the Method of Moments and how is it different from MLE? 2016-12-22T20:40:00.310

8 Explaining generalized method of moments to a non-statistician 2013-12-27T00:45:22.493

7 What's the difference between estimating equations and method of moments estimators? 2014-11-02T23:43:55.070

6 Gaussian Mixture and Method of Moments 2015-03-23T11:54:26.803

6 Parameter estimates for the triangular distribution 2016-10-23T23:40:53.447

5 Local maxima anomalies of likelihood methods 2013-02-14T14:17:22.030

5 Derivation of the Satterthwaite appproximation 2013-08-18T06:21:48.017

5 Is MLE more efficient than Moment method? 2013-11-22T10:39:44.913

5 Required: Method of moments fitting routine for the two-parameter generalized Pareto 2014-06-25T20:59:05.977

5 Can I use other k moments for method of moments? 2015-09-09T20:37:23.663

5 Is it better to use a MLE or a MME to build an asymptotic confidence interval for a real parameter $\theta$? 2016-01-20T09:35:59.297

5 Second Moment of Beta distribution 2016-04-26T05:56:32.287

4 Generalized method of moments versus standard least squares estimation 2013-07-30T10:58:55.380

4 Hard thresholding a covariance matrix 2013-10-04T19:59:19.413

4 MLE Fundamentals Question 2015-04-13T12:08:26.960

4 Identification Problem in Minimum Distance Estimation 2017-01-30T11:20:21.350

4 Does an optimal linear classifier perform no better then chance iff class distributions have the same mean? 2017-03-10T01:48:48.670

4 Principle of Analogy and Method of Moments 2017-04-09T19:01:37.983

4 Hyper-parameter estimation for Beta-Binomial Empirical Bayes 2017-11-14T03:19:40.183

3 What's a good introduction to simulated method of moments and the extended path technique? 2011-07-21T02:33:09.417

3 Generalize the usage of moments in method of moments? 2011-10-15T21:52:18.353

3 Fitting a pdf against Weibull pdf 2011-12-30T04:58:46.577

3 Question about inverse in a two-step estimator as a joint GMM-estimators approach 2012-12-23T14:29:49.787

3 What is the correct process of finding the point estimators for the following situation? 2013-06-11T04:25:43.033

3 Types of moments used in the method of moments? 2014-02-01T22:26:51.993

3 Does diagnolizing higher-order cross-moment matrices lead to independent variables? 2014-12-20T01:28:48.157

3 Estimating parameters in a truncated binomial distr 2015-02-03T21:23:09.710

3 What is parameter identification in the context of OLS? 2016-06-08T18:45:22.463

3 First and second moments of truncated laplace distribution 2016-12-13T12:09:54.357

3 Discrete, finite L-moment problem 2018-01-04T20:00:52.600

2 Deriving OLS estimates using method of moments 2012-03-27T02:07:24.190

2 Estimating the parameters of a beta distribution with zeroes and ones in the sample 2012-07-23T12:02:41.880

2 method of moments with variance=$\sigma^2$ 2012-09-29T12:26:22.987

2 Deconvolution with fourier transform or characteristic function? 2012-11-22T17:18:59.240

2 Show that $\hat\theta=\frac{2 \bar Y- 1}{1- \bar Y}$ is an unbiased estimator for $\theta$ 2013-02-14T04:46:48.913

2 Methods of moments for t distribution 2013-03-19T12:21:32.373

2 t distribution method of moments 2013-03-22T12:19:18.207

2 Method of moment estimator 2013-04-16T06:55:27.217

2 Degrees of freedom of J-Test distribution 2014-08-23T19:11:31.520

2 Method of moments for skew-t distribution 2015-08-27T16:33:37.693

2 Covariance of parameter estimates in Method of Moments 2015-12-10T19:30:45.877

2 What would be the method of moments (MOM) estimator of $\nu$ for t-distribution? 2015-12-13T23:24:05.333

2 Bias of method of moments estimator for Pareto distribution with known scale parameter 2015-12-15T23:27:07.753

2 GMM Estimator of an Exponential Distribution 2016-03-21T12:35:28.070

2 Estimation of parameters (Likelihood/Moments) and Bias 2016-10-20T00:36:07.023

2 How to use method of moment to find Pareto distribution estimator? 2017-10-02T17:09:58.563

2 Truncated Beta parameters - method of moments 2018-01-12T04:11:20.017

1 Non-Bayesian alternatives to maximum likelihood estimators and method of moment estimators when there's only one observation 2012-04-07T04:36:46.673

1 Why doesn't the method of moments work when calculating the variance of the inverse gamma distribution? 2012-11-06T10:58:08.377

1 How do I apply the method of moments for estimating parameters in a sum-relationship? 2012-11-13T20:27:02.973

1 Is it possible to calculate mutual information by moments generating functions? 2013-03-14T00:31:08.743

1 Finding moments for a theoretical density function 2013-03-15T14:37:15.633

1 GMM weight matrix $W_n$ -- what does the index $n$ signify? 2014-01-14T22:14:49.530

1 How would I assign the optimal weight matrix to combine the following moment conditions in MM? 2014-01-23T01:44:24.743

1 How to theoretically fit and test for t-distribution 2014-02-12T16:02:40.217

1 Two stage GMM estimator in Matlab 2014-08-21T00:21:37.770

1 Is there any method to quantify parameter estimation uncertainty of method of moments fitting technique? 2014-11-11T16:15:21.237

1 approximate a probability distribution by moment matching 2015-11-11T19:16:44.147

1 Does the second moment estimator of the uniform distribution parameter have the same properties as that of the first moment? 2015-12-01T02:00:47.697

1 Proof that square of a standard normal r.v. has Chi-Square Distribution using MGF's 2015-12-16T04:54:38.053

1 How to find method of moments estimator when 1 parameter is known and 1 is unknown? 2016-03-07T01:14:55.517

1 Variance of estimator(exponential distribution) 2016-04-21T16:25:07.937

1 Finding method of moments estimator, $EXP\sim(\beta,\mu)$ 2017-02-26T01:24:47.223

1 What are the closed-form expressions for the moments of the (exponential) Hawkes process? 2017-03-17T21:12:44.053

1 How can the momentums of a logN-like distributed random variable be approximated? 2017-04-11T10:59:12.637

1 Method of Moments for $\nu$ of standard t-distribution: what if true $\nu=2$? 2017-06-25T18:26:27.657

1 Estimating variance of dgp that measured as Bernoulli Parameter 2017-08-23T16:06:31.437

1 Real life uses of Moment generating functions 2017-09-20T09:27:20.743

1 Numerical method to compress empirical probability distribution 2017-12-24T01:35:36.520

1 Empirical Bayes: method of moments 2017-12-27T11:01:22.263

1 Deriving method of moments estimator for AR(1) process 2018-02-03T14:22:20.943

0 Confusion about using moment condition in a multiple regression model 2013-03-11T18:27:40.060

0 Distribution that has shape of normal and uniform distribution 2016-12-06T10:35:39.063

0 Understanding the Method of Moments 2017-01-16T05:06:12.973

0 Method of moment estimates for n Bernoulli trials 2017-03-24T02:58:43.857

0 Matching moments in Gaussian Mixtures 2017-05-05T14:50:42.213

0 What is the name for a test of a model on "moments" you did not use to estimate the model? 2017-05-15T17:30:58.733

0 method of moments for skew normal distribution 2017-05-29T21:46:33.043

0 Has anyone used the Method of Moments to estimate measurement error? 2017-06-09T15:55:33.577

0 Method of moments to estimate a parameter 2017-08-16T03:06:57.087

0 Estimator of total sample size from an observed sample size and auxiliary data 2017-09-13T03:44:48.733

0 Hawkes processes: interpretation of maximum likelihood estimates disagreeing with moment estimator estimates? 2017-10-11T19:51:40.887

0 Intuition for Deriving an Estimator of Minimum Sample Size 2017-10-12T16:56:49.610

0 Beta distribution parameter estimation: method of moments 2017-10-19T00:29:37.113

0 Solving log-logistic distribution parameters from moments 2017-10-30T04:51:58.430

0 Is independence assumption needed for Method of Moments estimator 2017-12-27T17:38:03.373

0 Can I use the method-of-moments estimator to get the adjustment factor for a generic transformation of the regressand? 2018-01-06T22:26:38.377

0 Some questions about the Generalized Method of Moments 2018-01-07T18:01:53.677

0 How does a method of moments estimate compare with a true value of the parameter? 2018-01-26T16:01:54.157

0 It is required to obtain the method of moment estimator and maximum likelihood estimator of a exponential distribution with two parameters 2018-01-28T06:45:09.503