Sieve estimator
Encyclopedia
In statistics
, sieve estimators are a class of nonparametric estimator
which use progressively more complex models to estimate an unknown high-dimensional function as more data becomes available, with the aim of asymptotically reducing error towards zero as the amount of data increases. This method is generally attributed to Ulf Grenander
.
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
, sieve estimators are a class of nonparametric estimator
Estimator
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on observed data: thus the rule and its result are distinguished....
which use progressively more complex models to estimate an unknown high-dimensional function as more data becomes available, with the aim of asymptotically reducing error towards zero as the amount of data increases. This method is generally attributed to Ulf Grenander
Ulf Grenander
Ulf Grenander is a statistician and a professor of applied mathematics at Brown University.His early research was in probability theory, stochastic processes, time series analysis, and statistical theory...
.