# Tagged Questions

146 views

### Standard errors of hyperbFit?

I want to fit a hyperbolid distribution according to my notation: \begin{align*} H(l;\alpha,\beta,\mu,\delta)&=\frac{\sqrt{\alpha^2-\beta^2}}{2\alpha \delta K_1 (\delta\sqrt{\alpha^2-\beta^2})} ...
416 views

### Standard errors for covariance estimate in R

This is a very simple question: how does one get the standard error for the covariance estimate in R? I estimate the covariance using the cov function but there ...
56 views

### How to compute variance of a continuous time sequence?

I am observing two continuous time-series where at every instant in time I may observe a unary event. That is, for each sequence, say $S_1$, I have a data set comprised of $S_1 = (t_0, t_1, ..., t_m)$ ...
292 views

### Standard error of parameter estimates in regularized regression

In a regularized linear regression model (e.g., ridge regression, lasso, etc.), what is the best way to obtain standard errors for parameter estimates? If cross-validation is used, is it ...
565 views

### Delta method and correlated variables

I have been reading about the delta method in regards to auto regressive distributed lag models. This is very new to me, so excuse any beginner mistakes. The problem is as follows: We have a model ...
1k views

### Standard error of a ratio

I have a linear regression and two estimates, say A and B and their standard errors. I need to find the standard error of a ratio A/B [or A/(1-B)]. I guess the main problem is that I don't know the ...
128 views

### Basic standard error issue with short event

I'd like to measure the duration of a function call. The function call has one parameter, n. If I were to graph an average of the function call's duration, with ...
118 views

### Is there a qualitatively useful statistic or approach to an ill-behaving sample average?

I was running some timing simulations on a computer. As is often done with low latency things like this, I was running the relevant block in a loop $k$ times and then recording the total time over $k$ ...