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asymptotic variance

См. также в других словарях:

  • Constant Elasticity of Variance Model — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… …   Wikipedia

  • Estimator — In statistics, an estimator is a function of the observable sample data that is used to estimate an unknown population parameter (which is called the estimand ); an estimate is the result from the actual application of the function to a… …   Wikipedia

  • Анатольев — Анатольев, Станислав Анатольевич Станислав Анатольевич Анатольев Дата рождения: 19 сентября Гражданство:  Российская Федерация Научная сфера …   Википедия

  • Анатольев, Станислав Анатольевич — Станислав Анатольевич Анатольев Дата рождения: 19 сентября Страна …   Википедия

  • Avar (disambiguation) — The word Avars can mean: * The Eurasian Avars were a nomadic people that conquered the Hungarian Steppe in the early Middle Ages. * The Caucasian Avars are a modern people of the Caucasus, mainly of Dagestan.Avar can mean: * Avar() in Statistics… …   Wikipedia

  • Hausman test — The Hausman test is a statistical test in econometrics named after Jerry Hausman. The test evaluates the significance of an estimator versus an alternative estimator. Per Hausman, only overidentifying restrictions (assumptions) can be tested… …   Wikipedia

  • Redescending M-estimator — Redescending M estimators are very popular Ψ type M estimators which have Ψ functions that are non decreasing near the origin, but decreasing toward 0 far from the origin. Their ψ functions can be chosen to redescend smoothly to zero, so that… …   Wikipedia

  • Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia

  • Normal distribution — This article is about the univariate normal distribution. For normally distributed vectors, see Multivariate normal distribution. Probability density function The red line is the standard normal distribution Cumulative distribution function …   Wikipedia

  • Central limit theorem — This figure demonstrates the central limit theorem. The sample means are generated using a random number generator, which draws numbers between 1 and 100 from a uniform probability distribution. It illustrates that increasing sample sizes result… …   Wikipedia

  • Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …   Wikipedia

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