[求助]參數(shù)估計和非參數(shù)估計

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參數(shù)估計和非參數(shù)估計的區(qū)別是什么，能不能舉個簡單的例子？謝謝！

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關(guān)鍵詞：非參數(shù)估計 參數(shù)估計 非參數(shù)

parametric method assumes more, if the assumption is true, more inference can be done. If the assumption (specification) is wrong, then it makes less sense. But, there are quite a few misspcification tests such that one can check for the correctness the assumption made.

with nonparametric approach, one assumes less such that he would never make any mistake. The point is that less inference from the results can be done than with parametric methods.

It may difficult to use two line to give you a 簡單的例子. try to read some stuff on kernel density estimation, ..Nadaraya-Waston (NW) estimation. You aslo need to be very good in statistical inference for you to better understand the difference here, at least I think.

謝謝，我大概知道了兩者的優(yōu)缺點(diǎn)。（根據(jù)你的意思，第二段最后一句中的parametric好像應(yīng)該是nonparametric）

不過如果有哪位大哥能舉個例子說明用法上的不同就好了。

根據(jù)你的意思，第二段最后一句中的parametric好像應(yīng)該是nonparametric

No^, I am correct: ...than....

確實(shí)，呵呵

i see