- White estimator
- алгоритм оценивания Уайта, состоятельный при гетероскедастичности алгоритм оценивания
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
The New English-Russian Dictionary of Radio-electronics. F.V Lisovsky . 2005.
Halbert White — Halbert L. White, Jr. (* 19. November 1950 in Kansas City[1]) ist ein US amerikanischer Wirtschaftswissenschaftler. Inhaltsverzeichnis 1 Leben und Wirken 2 Auszeichnungen 3 Mitgliedschaften … Deutsch Wikipedia
Method of conditional probabilities — In mathematics and computer science, the probabilistic method is used to prove the existence of mathematical objects with desired combinatorial properties. The proofs are probabilistic they work by showing that a random object, chosen from some… … Wikipedia
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Heteroscedasticity-consistent standard errors — In statistics, a frequent assumption in linear regression is that the disturbances u i have the same variance. When this is not the case, we get heteroskedasticity in the estimated residuals scriptstylewidehat{u i} . Heteroskedasticity consistent … Wikipedia
Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… … Wikipedia
Social Security (United States) — This article is about the retirement/disability program. For the general concept of providing welfare, see Social security. For other uses, see Social Security (disambiguation) … Wikipedia
Kurtosis — In probability theory and statistics, kurtosis (from the Greek word κυρτός, kyrtos or kurtos, meaning bulging) is any measure of the peakedness of the probability distribution of a real valued random variable.[1] In a similar way to the concept… … Wikipedia
Median — This article is about the statistical concept. For other uses, see Median (disambiguation). In probability theory and statistics, a median is described as the numerical value separating the higher half of a sample, a population, or a probability… … Wikipedia
Skewness — Example of experimental data with non zero (positive) skewness (gravitropic response of wheat coleoptiles, 1,790) In probability theory and statistics, skewness is a measure of the asymmetry of the probability distribution of a real valued random … Wikipedia
Multivariate kernel density estimation — Kernel density estimation is a nonparametric technique for density estimation i.e., estimation of probability density functions, which is one of the fundamental questions in statistics. It can be viewed as a generalisation of histogram density… … Wikipedia