Eestimator
Eestimator is a term used in statistics to refer to estimators that target the expectation of a random variable under a specified model. While the simplest and most common E-estimator is the sample mean, the idea encompasses a broader class defined by estimating equations or objective functions that involve the expectation operator E.
An E-estimator is typically constructed to satisfy equations or optimize criteria that involve expected values. The
Common desiderata for E-estimators include unbiasedness (when appropriate), consistency (convergence to the true parameter as sample
E-estimators are used to estimate population means and other parameters expressible as expectations, such as risk
The performance of E-estimators depends on model assumptions and data quality. Estimators based on incorrect models
Estimator, M-estimator, method of moments, maximum likelihood estimator, Bayesian estimator.