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