. |
0 |
4-stable motion |
$\alpha$-stable processes |
$\gamma$-order Lognormal distribution |
$\gamma$-order Normal distribution |
$\mu$-ARBIB design |
(partial) certaintyequivalence principle |
A |
absolute constant |
academic achievement |
active control |
adaptative test |
adaptive control |
adaptive estimation |
additive extremum estimators |
adjusted profile likelihood |
admissibility |
Akaike Information criterion |
algebraic difference equation |
almost sure convergence |
analysis of scale |
ANOVA |
AR(1) covariance structure |
ARBIB design |
asset pricing |
associated models |
asymptotic distribution of the discriminant function |
asymptotic expansion |
asymptotic expansions |
asymptotic linearity |
asymptotic normality |
asymptotic tail independence |
autoregressive |
autoregressive model |
autoregressive moving average, renewal process, lifetime distribution, |
autoregressive processes |
autoregressive time series |
B |
backward and symmetric integral |
balanced |
balanced bipartite weighing design |
Balanced incomplete block (BIB) design |
balanced nested designs |
band matrix |
basic contrast |
basis |
Bayes classification rule |
Bayes estimation |
Bayes estimator |
bayesian analysis |
Bayesian classification region |
Bayesian estimators |
Bayesian MANOVA |
Bayesian quadratic estimator |
Behrens-Fisher distribution |
best linear unbiased estimates |
best linear unbiased estimation |
best unbiased estimator |
Beta spacings |
bias |
bib designs |
binary data |
biomathematical modelling |
block design |
block designs |
bonds |
Bonferroni approximation and Monte Carlo simulation |
bonus malus |
bootstrap |
bootstrap $t$ |
bootstrap consistency |
break point |
breakdown point |
C |
canonical distribution |
canonical ensemble |
canonical spectral measure |
central limit theorem |
certainty equivalence |
change point |
characteristic function |
characterization |
characterizations |
chemical balance weighing design |
chemical balanceweighing design |
circulant |
classification |
classifiers |
closed-loop control |
cluster analysis |
COBS |
Cochran's theorem |
coefficient of determination |
combination of forecasts |
common mean |
commutative Jordan algebras |
Commutative Jordan algebras |
comparison of estimators |
comparisons with a control |
complement activation |
complete family of distributions |
completely randomized block design |
complex variable analysis |
components of variation |
compound Poisson distribution |
compound Poisson process |
compound symmetry covariance structure |
compound tests |
conditional distribution |
conditional moment generating functions |
conditional moments |
confidence ellipsoids |
confidence intervals |
confidence rectangles |
connected model |
connectedness |
consistency |
constrained linear model |
continuous stochastic processes |
contraction |
convergence rate estimate |
convergence with probability one |
convex ordering |
convex quadratic programming |
convolution of measures |
coordinate free approach |
c-optimal design |
copula |
core inverse |
core partial ordering |
correlation coefficient between random events |
correlation coefficient for random variables |
correlation curve |
correlation; quadratic unbiased estimation |
correlations |
covariance matrix |
coverage probability |
criteria for robustness |
criteria of linearization |
cross |
cross additivity |
cross nested designs |
cross-classification models |
crossing |
cross-nesting |
cubic splines interpolation |
cumulants |
cumulative distribution |
cumulative distribution function |
CVaR |
D |
Dagum distribution |
decomposable set |
deconvolution |
default probability |
deformed distribution |
delta-normal model |
demo program |
determinants |
diagonal convexity |
Dickey-Fuller test |
Dirichlet kernel |
discrete life time distribution |
discriminant coordinates |
dissimilarity measures |
distance properties |
distributed lag model |
distribution |
distribution fitting |
distribution of quadratic forms |
dominant height |
dominant policy |
D-optimality |
doubly exchangeable covariance structure |
duality |
dynamic models |
dynamic programming |
E |
efficiency balanced (EB) design |
efficiency balanced quaternary (EBQ) |
efficiency balanced ternary (EBT) |
efficiency factor |
efficiency-balanced block design |
eigenvalue |
eigenvalues and eigenvectors |
empirical laws |
entropy maximization |
entropy type Fisher's information |
equality and inequality restrictions |
equicontinuous distributions |
errors-in-variables |
estimable |
estimation |
estimation of parameters of continuous laws |
estimation of prevalence |
estimators of classification error |
exact distribution theory |
exact distributions |
exogeneous shocks |
Experimental design, orthogonal block design, robust estimator, |
exponential |
exponential distribution |
exponential distributions |
extremal estimators |
extremal index |
extreme value distributions |
extreme value theory |
F |
F tests |
false positive rate |
Fibonacci number |
financial returns |
first exit time |
Fisher consistency |
Fisher's information |
forecast intervals |
foreign exchange markets |
forest planning |
forward |
F-ratio |
Fr\'{e}chet differentiability |
Fréchet differentiability |
Frisch-Waugh-Lovell Theorem |
F-tests |
functional discriminant coordinates |
functional principal components |
G |
gamma distribution |
Gamma distribution. |
GARCH models |
Gaussian mixtures |
Gaussian perturbation |
generalized $t$ $(GT)$ distribution |
Generalized Error Distribution |
generalized F distribution |
generalized F distributions |
generalized F tests |
generalized factorial series distribution |
generalized inverse |
generalized jackknife |
generalized Kamp\'{e} de F\'{e}riet function |
generalized least squares |
generalized Lehmann family |
generalized linear models |
generalized method of moments |
generalized negative binomial distribution |
generalized Pareto distributiond |
generalized pivotal quantity |
generalized Poisson distribution |
generalized polar coordinates |
generalized p-values |
generalized reflected BSDE, discrete approximation methods, viscosity solution |
geometric asset price model |
geometric distribution |
Gibbs sampler |
Gibbs state |
Girsanov transformations |
Girsanov type theorem for 4-stable motions |
Girsanov`s theorem |
global Pad\'e approximation |
goodness-of-fit tests |
graph energy |
group classification |
group classification rule |
group inverse |
H |
Hausdorff dimension |
Hausdorff metric |
hazard function |
hazard rate |
hazard rate function |
Hermitian idempotent matrix |
Hermitian matrix |
heteroscedaticity |
hierarchical |
hierarchical linear model |
high-dimensional data |
highly significant F tests |
Hilbert-Schmidt products |
Hotelling's $T^2$-type statistic |
HPD region sets |
Huber's function |
Hukuhara differential |
hypotheses testing |
hypothesis testing |
I |
image analysis |
improved estimation |
independence of exponential spacings |
inequality constrained generalized least squares (ICGLS) estimation |
inequality constraints |
inference |
inflated distribution |
inflated factorial series distribution |
inner product |
innovation outlier |
insurance |
integer-valued time series, stochastic difference equations, |
interlaboratory study |
interlaboratory trials |
invariance |
inverse distributions |
inverting |
isomorphism |
iterated random function sequence |
J |
Jackknife |
James corelation for random variables |
K |
Katz-Petrov inequality |
Kenward-Roger method |
kernel estimator |
kernel reproducing Hilbert space |
Knar formula |
Kolmogorov's strong law of large numbers |
kronecker product |
Kronecker product covariance structure |
k-th lower record values |
Kuhn-Tucker optimality conditions |
L |
L_1- and L_2 - procedures |
labor demand curves |
large deviations |
Latin square |
least median of squares regression |
least squares |
least squares estimates |
least squares estimator |
least trimmed squares |
Lebesgue and Marcinkiewicz-Zygmunt theorems |
left star partial ordering |
leverage |
lifetime after heart attack |
likelihood estimation |
likelihood ratio |
likelihood ratio test |
likelihood ratio tests |
likelihood-based inference |
LIL type theorems |
limiting allocation proportion |
linear algebra |
linear discriminant rules |
linear estimator |
linear inference |
linear mixed model |
linear model |
linear models |
Linear models |
linear prediction |
linear regression |
linear regression model |
linear regression models |
linear statistical models |
linear sufficiency |
linearization |
local asymptotic theory |
location-scale families |
log magnitude |
logistic model |
long run distribution |
L-optimality |
loss distribution |
lost games distribution |
lower record values |
Löwner partial ordering |
Lucas number |
M |
magic square |
magic squares |
market efficiency |
Markov chains |
Markov decisions process |
Markov operator, asymptotic stability, residuality, dense~$G_{\delta}$ |
martingales |
mathematical statistics |
mathematics |
matrices |
matrix energy |
matrix norm |
matrix theory |
Matusita's measure of overlap |
maximal stable random vector |
maximum likelihood |
maximum likelihood estimates |
Maximum likelihood estimation |
maximum likelihood estimator |
maximum likelihood estimator, $A$-optimality, $D$-optimality |
maximum likelihood estimators |
max-min tests |
MCEM algorithm |
mean squared error |
measure |
measure relevance |
Mellin transform |
M-estimators |
meta analysis |
meta-analysis |
method of sieves |
Metropolis-Hastings algorithm |
Mieshalkin - Rogozin theorem |
minimax estimation |
minimization |
minimum distance classification rule |
minimum variance estimation |
minus partial ordering |
missing data |
mixed balanced models |
mixed linear models |
mixed model |
mixed models |
mixed regression |
ML- and REML- estimation |
modal estimators |
modified factorial series distribution |
moment estimator |
moment properties |
moments |
moments of order statistics |
Monte Carlo simulation |
Moore-Penrose inverse |
multilevel model |
multiple observations |
multiple regression |
multiplicative intensity point process model |
multivariate |
multivariate bioassay |
multivariate normal distribution |
multivariate normal model |
multivariate Student's t distribution |
multi-way classication |
N |
nearest neighbor method |
nested orthogonal designs |
Newton-Raphson method |
non linear model |
nonanticipated stochastic processes |
non-centrality parameters |
nonestimable and completely nonestimable restrictions |
non-homogeneous Markov chain |
nonhomogenuous variances |
nonlinear experimental design |
nonlinear hypothesis |
nonlinear regression |
nonlinear regression model |
nonnegative estimation |
nonnegative maximum likelihood estimation |
nonnegative minimum biased estimation |
nonnegative minimum biased estimators |
nonparametric bootstrap |
nonparametric regression |
nonparametric tests |
non-smooth optimization |
nonstationary process |
non-uniform Berry-Esseen estimate |
normal approximation |
Normal distribution |
normal distributions |
normal model |
numerical integration, Monte Carlo simulation, combined ratio |
O |
open-loop feedback |
optimal bonus scales. |
optimal design |
optimality |
optimization |
optimum chemical balance weighing design |
order statistics |
orderings |
Ornstein-Uhlenbeck process |
orthogonal models |
orthogonal projector |
Osipov inequality. |
outlier |
P |
pairwise comparisons |
parameter restrictions |
Pareto distribution functions |
partial isometry |
partial ordering |
partitioned linear model |
Pascal triangle |
patterns |
Pearson correlation coefficient |
PEB design |
pedigree analysis |
percentile bootstrap |
phase transition |
p-mean |
Poisson distribution |
poisson random measure |
Poisson regression |
populations with periodic reclassification |
positive dependence |
positive dependence ordering |
posterior distribution |
posterior distributions |
posterior moments |
power |
power parameter |
powers |
predictable set-valued process |
prediction intervals |
premium |
preordering |
price of the contract with options |
Primary Black-Scholes model |
prime basis factorials inference |
prior distribution |
probability generating function |
probability generating function, palindromic polynomial, constant hazard rate |
probability space |
probability theory |
problem modeling |
product moments |
product of normally distributed variables, inverse coefficient of variation, |
profile analysis |
profile likelihood |
proportional hazards |
p-value |
Q |
Q estimator |
quadratic estimation |
quadratic estimator |
quadratic forms |
quadratic loss function |
quadratic subspace |
quasi Newton method |
quasi-information matrix |
quasi-likelihood estimation |
quasi-maximum likelihood |
R |
radial symmetry |
Ramlau-Hansen kernel estimator |
random chords |
random linear model |
random matrix |
random middle third Cantor set |
random non-centrality parameters |
random number generator |
random polynomial on the unit circle |
random susceptibility |
randomization |
rank |
rank statistics |
record statistics |
record times |
record values |
recovery given default |
recurrence |
recurrence relations |
redescending M-estimator |
reduced linear model |
reduction of the bias |
reflection |
regression |
regression model with constraints |
regression with restrictions |
regular varying function |
regularisation |
relative potency |
relative ranks |
Rényi entropy |
repeated measures data (doubly multivariate data) |
reserve process |
result of Kolmogorov |
reuse block methods |
Reverse order law |
right sharp partial ordering |
risc function |
robuat estimation |
robust designs |
robust estimation |
robust estimator |
robustness |
robustness against dependence |
robustness of tests |
ROC curves |
Roman Zmyślony |
S |
sample |
sample with a random size |
scale mixture |
Schur complements |
score function |
Secondary Ito formula for 4-stable motions |
secretary problem |
sective F tests |
selection of a set-valued map |
selections |
selective F testes |
selective F tests |
semimartingale |
semimartingale measure |
sensitivity |
sequential design |
set estimators |
set-valued function |
set-valued stochastic integral |
Shannon entropy |
shift parameter |
Shigella flexneri |
short-range dependence |
sieve bootstrap |
simple fraction |
simulated annealing |
simulation |
single moments |
singular value clan |
singular value decomposition |
size |
size of test |
specificity |
spectral measure |
square-integrable martingale |
SROC |
stable |
stable distribution |
stacked regression |
stair nested designs |
static |
Statis |
statistical functional |
Stochastic dynamic programming |
stochastic equality |
stochastic equations |
stochastic inclusions |
stochastic integrals |
stochastic processes |
stochastic set-valued integrals |
stochastic vortices |
stopping rule |
Stratonovich inclusion |
Stratonovich integral |
strictly associated models |
strong consistency |
strong convergence |
structure vectors |
structured mean vector |
structured stair nesting models |
studentization |
sub-normal models |
subnormal models |
sub-stable |
symmetric balanced incomplete block (SBIB) design |
symmetric stable distribution |
Symmetric stable random vector |
synergy phenomenon |
T |
tail dependence |
tail dependence coefficient |
tail index estimation |
tail sigma-field |
Talagrand concentration inequality |
ternary balanced block design |
ternary block design |
test |
testing |
testing hypotheses |
tests for the two-sample problem of scale |
tests hypotheses |
tests of the equality of k-samples |
the fixed effects model |
the random effects model |
third type error |
three-level multivariate data |
time series |
time series analysis |
time-reversible process |
Toeplitz matrix |
total weight of objects |
trace |
transcendental numbers |
transformations |
transience |
transition probabilities |
trend estimation |
trimmed likelihood |
truncated distribution |
tuning constant |
twin studies |
two variance components models |
two-sample problem |
two-step monotone missing data |
two-way classification model |
two-way layout |
U |
$U$-statistics |
UBLUE |
UMP tests |
UMVUE |
unbalanced |
unbiased estimation |
unbiased estimator |
unequal variances |
uniform |
uniform distribution |
uniform expansions |
uniform representation |
uniform spacings |
unit root |
universal kriging |
universal linear model |
universal linear model with restrictions |
utility function |
V |
value-at-risk |
VaR |
variable selection |
variance balanced quaternary (VBQ) |
variance balanced ternary (VBT) |
variance balanced (VB) design |
variance component |
variance component model |
variance components |
variance-balanced block design |
viability |
Von Bertalanffy's model, population dynamics, Allee effect |
von Mises calculus |
von Mises functional (statistical functional) |
W |
Wald test |
weak compactness of sequences of stochastic processes |
weak convergence |
weak convergence of distributions |
weak covariance adjustment |
weak solutions to SDE |
weight function |
Wiener process |