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This tag is too general; please provide a more specific tag. For questions about the properties of specific estimators, use [estimators] tag instead.

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Least square estimation and nonlinear model

We observe (X,Y) jointly as a bi-variate normal variable, then least square estimation of Y as a regression function E(Y|X) is a linear function $\omega_0 + \omega_1X$. … What would be estimation error of the corresponding linear approximation? …
Lakshman's user avatar
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The difference between total error, prediction error and fitted error via residual

Consider a regression model $Y=E(Y|X)+Prediction \ Error$ i.e $Prediction \ error = Y-E(Y|X)$. Now, define an estimate of the regression function $E(Y|X)=\hat{Y}+ Fitted \ error$ i.e. Fitted error = $ …
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What is the similarity and difference between signal recovery and parameter estimation?

As per inferential approach both are estimation problem. But, in signal recovery, we estimate our input signal from the measured (noisy or noise free) observations. … And, in parameter estimation, we estimate parameter for a particular model structure (based on prior knowledge and characterization of data) from observed dateset. …
Lakshman's user avatar