Statistical estimation

There are many different ways of discussing statistical estimation.

Goals

1. Point estimation
2. Interval estimation
3. Regression analysis/model building

Approaches/philosophies

1. frequentist, or classical
2. Bayesian estimation

Methods

1. Maximum likelihood estimation
2. Method of moments
3. Least squares
4. Influence functions?
5. Confidence interval (or region)
6. Highest posterior density interval/region