analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...
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Autoregressive conditional heteroskedasticity (redirect from Autoregressive conditional heteroscedasticity)
Garthoff, R. (2018). "Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity". Spatial Statistics. 26 (1): 125–145. arXiv:1609...
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Linear regression (section Heteroscedastic models)
including weighted least squares and the use of heteroscedasticity-consistent standard errors can handle heteroscedasticity in a quite general way. Bayesian...
75 KB (10,482 words) - 17:25, 13 May 2025
Box plot (redirect from Box-and-whisker diagram)
or boxplot is a method for demonstrating graphically the locality, spread and skewness groups of numerical data through their quartiles. In addition to...
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distributed under the null hypothesis, specifically Pearson's chi-squared test and variants thereof. Pearson's chi-squared test is used to determine whether...
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exhibit a phenomenon called heteroscedasticity. If all of the residuals are equal, or do not fan out, they exhibit homoscedasticity. However, a terminological...
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analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...
5 KB (1,161 words) - 20:10, 22 December 2024
Data (section Etymology and terminology)
organized into structures such as tables that provide additional context and meaning, and may themselves be used as data in larger structures. Data may be used...
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for the variable in an observation. Missing data are a common occurrence and can have a significant effect on the conclusions that can be drawn from the...
28 KB (3,306 words) - 16:13, 21 May 2025
B and C (which compare equal) which are both ranked ahead of D, then A gets ranking number 1 ("first") and D gets ranking number 4 ("fourth"), and either...
17 KB (2,416 words) - 05:56, 14 May 2025
calculating confidence intervals, and the best method depends on the situation. Two widely applicable methods are bootstrapping and the central limit theorem...
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F-test (section Formula and calculation)
Bartlett's test, and the Brown–Forsythe test. However, when any of these tests are conducted to test the underlying assumption of homoscedasticity (i.e. homogeneity...
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mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability...
21 KB (3,066 words) - 21:09, 14 April 2025
unit-treatment additivity) and uses the randomization procedure of the experiment. Both these analyses require homoscedasticity, as an assumption for the...
56 KB (7,645 words) - 06:39, 28 May 2025
Double descent in statistics and machine learning is the phenomenon where a model with a small number of parameters and a model with an extremely large...
10 KB (923 words) - 10:43, 24 May 2025
In mathematical optimization and decision theory, a loss function or cost function (sometimes also called an error function) is a function that maps an...
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a new technique was published by Jacob Cohen in the journal Educational and Psychological Measurement in 1960. Cohen's kappa measures the agreement between...
27 KB (3,693 words) - 23:52, 17 June 2025
Pie chart (category Statistical charts and diagrams)
proportion. In a pie chart, the arc length of each slice (and consequently its central angle and area) is proportional to the quantity it represents. While...
22 KB (2,340 words) - 01:45, 6 May 2025
Standard deviation (category Statistical deviation and dispersion)
an outlier and what does not. Standard deviation may be abbreviated SD or std dev, and is most commonly represented in mathematical texts and equations...
59 KB (8,235 words) - 23:08, 17 June 2025
numerical value of the mode is the same as that of the mean and median in a normal distribution, and it may be very different in highly skewed distributions...
16 KB (2,010 words) - 15:39, 19 June 2025
Bar chart (category Statistical charts and diagrams)
Playfair (1759-1824) to have invented the bar chart and the Exports and Imports of Scotland to and from different parts for one Year from Christmas 1780...
7 KB (811 words) - 20:27, 20 June 2025
Histogram (category Statistical charts and diagrams)
of values— divide the entire range of values into a series of intervals—and then count how many values fall into each interval. The bins are usually...
27 KB (3,334 words) - 14:47, 21 May 2025
population and associated techniques of survey data collection, such as questionnaire construction and methods for improving the number and accuracy of...
35 KB (4,242 words) - 18:13, 24 May 2025
a mean or a standard deviation. If a population exactly follows a known and defined distribution, for example the normal distribution, then a small set...
5 KB (670 words) - 21:17, 7 May 2025
Moving average (category Statistical charts and diagrams)
series and including the next value in the series. A moving average is commonly used with time series data to smooth out short-term fluctuations and highlight...
20 KB (3,170 words) - 08:44, 5 June 2025
Statistician (category Statistics profession and organizations)
exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may work...
7 KB (574 words) - 11:54, 22 January 2025
Methods engineering (redirect from Time and methods engineering)
Methods engineering is a subspecialty of industrial engineering and manufacturing engineering concerned with human integration in industrial production...
5 KB (616 words) - 04:44, 14 July 2022
using autoregression (AR) and a moving average (MA), each with a polynomial. They are a tool for understanding a series and predicting future values....
19 KB (2,461 words) - 18:47, 14 April 2025
(2016-12-19). "Nonnegative Matrix Factorization (NMF) with Heteroscedastic Uncertainties and Missing data". arXiv:1612.06037 [astro-ph.IM]. Ren, Bin; Pueyo...
117 KB (14,851 words) - 06:44, 17 June 2025
positive rate. Given that the probability distributions for both true positive and false positive are known, the ROC curve is obtained as the cumulative distribution...
62 KB (7,926 words) - 22:46, 28 May 2025