"References" is our generic tag for questions seeking information about books, papers, presentations, videos of lectures, on-line tutorials, etc., regarding any subject matter that is on-topic for Cross Validated.

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53 views

Best books for Advanced Statistical Data Analysis and Modeling [on hold]

I would like to know which are your favourite books on General and Advanced Statistical Data Analysis and Modeling. In particular, I would like to know which books you consider the must-have for an ...
0
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2answers
47 views

Lifetime or Failure Time

Lifetime / Survival time / Failure time : the time to the occurrence of event (always nonnegative) . Lifetime and Survival time can be synonymous . ...
2
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1answer
24 views

On forecasting, the mean squared error and realized volatity

Say one has finished estimating a correctly specified GARCH(1,1) on a daily time series and now wants to evaluate the accuracy of the one step ahead forecasts what steps or tests could one do? I ...
2
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0answers
27 views

Sample lower bound for binary classification in Linear Discriminant Analysis?

Below is a description of this problem: Suppose the label $Y\in\{1,0\}$ in binary classification satisfies $\Pr[Y=1]=\Pr[Y=0]=\frac{1}{2}$, and $p(X|Y=1)=\mathcal{N}(\mu_1,\Sigma)$, ...
1
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2answers
140 views

Consequence of Multicollinearity

In case of perfect multicollinearity the predictor matrix is singular and therefore cannot be inverted . Under these circumstances, the ordinary least-squares estimator $\hat\beta=(\Bbb X'\Bbb ...
0
votes
1answer
30 views

problems in doing logistic regression with unbalanced sample, give me some references

I have a dataset with lots Y=0 and few Y=1. I have to run logistic regression, so I'm using a retrospective sample in order to get a more balanced sample. Could someone give me some references that ...
3
votes
2answers
23 views

Definition of $X_t$ in the context of Stochastic process and Time Series

In the book An Introduction to Stochastic Modeling , Stochastic process is defined as : A stochastic process is a family of random variable(s) , $X_t$ , where $t$ is a parameter running over a ...
2
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1answer
33 views

Is there any difference between Random and Probabilistic?

It seems i can't directly say probabilistic and random are identical . But this is telling : random experiment is a probabilistic experiment. Is there any difference between Random and ...
-1
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0answers
20 views

Is Experiment and Trial synonymous?

Here they define : When we repeat a random experiment several times, we call each one of them a trial. But here they give the subtitle Experiment or Trial. ...
0
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2answers
46 views

Are Event and Outcome synonymous?

Outcome : An outcome is a result of a random experiment. Event : A single result of an experiment. Are Event and Outcome synonymous ?
10
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2answers
780 views

Introduction to machine learning for mathematicians

In some sense this is a crosspost of mine from math.stackexchange, and I have the feeling that this site might provide a broad audience. I am looking for a mathematical introduction to machine ...
0
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0answers
9 views

MSE of training set and validation set for linear regression

The wikipedia article on cross validation http://en.wikipedia.org/wiki/Cross-validation_(statistics) makes the claim that "under mild assumptions that the expected value of the MSE for the training ...
8
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2answers
107 views

Citation for Statistical test for difference between two odds ratios?

In a comment here, @gung wrote, I believe they can overlap a little (maybe ~25%) & still be significant at the 5% level. Remember that the 95% CI you see is for the individual OR, but the ...
1
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2answers
77 views

asymptotic distribution of a statistic

Say we have iid sample of size $n$ with $X_i \sim Exp(\lambda)$ and the task is to find asymptotic distribution of the statistic $$T_n := \frac{\bar{X}}{s}$$, where $s^2$ is the unbiased sample ...
0
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0answers
31 views

How should I prepare for a Statistics and Probability Interview? [closed]

I found this question -- Statistics interview questions -- and a number of others that ask about specific statistics interview questions. However, I haven't found any answers about the preparation ...
0
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0answers
11 views

Class of semimartingales for which all characteristics can be estimated?

I'm going to ask the question for Ito semimartingales rather than semimartingales in general, but more general answers would be great. An Ito semimartingale is a martingale for which the ...
5
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2answers
120 views

$P[X=x]=0$ when $X$ is continuous variable

I know that for continuous variable $P[X=x]=0$. But i can't visualize that if $P[X=x]=0$, there is infinite number of possible $x$'s. And also why do their probabilities get infinitely small ?
1
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0answers
52 views

Linear regression on continous outcome using categorical predictor vs Logistic regression on categorical outcome using continuous predictor

The title may be a little misleading, but I could not come up with a better one. Feel free to edit it. Say that we have two variables, $X$ and $Y$, where $X$ is continuous and $Y$ categorical taking ...
0
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2answers
70 views

Definition of Time Series

Time series model is defined as : A time series model specifies the joint distribution of the sequence ${\{X_t}\}$ of random variables. For example:$$P[X_1\le x_1,\ldots,X_t\le x_t]$$ for all $t$ and ...
0
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0answers
16 views

What are the best empirical studies comparing causal inference with experimental, quasi-experimental, and non-experimental techniques?

The Issue: People attempt to draw causal inferences using many different statistical techniques (e.g. regression, propensity score matching, regression discontinuity, instrumental variables, etc.). ...
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0answers
8 views

Is there any research that compares Likert scale questions to “satisfaction” scale questions?

I'm trying to put together a questionnaire for measuring employee satisfaction with an internal process. I'd like to figure out if there is reason to prefer: ...
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0answers
20 views

the suggestion for books on multiple-regression analysis [duplicate]

i have just learned multiple-regression analysis (MSc. level) please suggest most suitable and sound books. thank you. note: we have started the class with the subjcts such as the calculation of ...
3
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0answers
50 views

is there a book on stats similar to Kallenberg's on probability?

One may find this question a duplicate, but my search through CrossValidated did not give satisfactory result. So I am posting this question and explaining what I want. I need a book such that if one ...
1
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3answers
33 views

Inference about parameter $\theta$ be same?

Let $\mathbf x$ be a sample point and $T(\mathbf x)$ be a statistic of $\mathbf x$. Similarly, let $\mathbf y$ be a sample point and $T(\mathbf y)$ be a statistic of $\mathbf y$. In the book ...
5
votes
3answers
182 views

Transformation of Random Variable - Normal Distribution

Let $X$ be one observation from a $N(0,\sigma^2)$ population . What is the distribution of norm of $X$, i.e., $|X|$ ? My attempt : $$f_X(x;0,\sigma^2)=\frac{1}{\sqrt{2\pi ...
0
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2answers
87 views

Introductory multivariate statistics reference for beginners

I am from computer science department doing research in data mining and image mining. I remember the last course about stat was introductory to statistics and probability in general. Now I have this ...
1
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0answers
11 views

What is the difference (if any) between 'harmonized' and 'standardized data?

I am trying to describe the process of combining multiple datasets into a common format - e.g. a single database that enforces a common vocabulary, scale, and structure. However, I am unclear if I ...
3
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0answers
51 views

Proof of Kolmogorov-Smirnov test

Could someone provide me a reference, preferably a book, where I can find detailed proofs and explanations of the Kolmogorov-Smirnov test (including the two-sample variant) and the derivation of the ...
5
votes
4answers
275 views

Recommendation for linear regression with least squares book

I watched several videos on linear regression, mainly from Khan Academy. As I have no background in statistics, I thought this was a good way to get an idea of the topic. However I'm currently writing ...
0
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0answers
7 views

Reference for explained variance situation

I have a data set with 5 parameters and 1 output. I am working on a regression problem and I've build different models by first using 1 input parameters, then 2, then 3, ..., untill the model uses 5 ...
2
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0answers
10 views

References for visually inspecting underlying model assumptions

In connection to this popular question in CV, I was wondering which peer-reviewed papers / books could be used as references about using visual inspection of q-q plots etc. as compared to performing ...
1
vote
5answers
110 views

A Book for Multiple Regression and Multivariate analysis

I have done a course in Simple Linear Regression and I am aware of linear statistical models (I follow the book by C.R. Rao). Keeping this background in mind, please suggest some good book(s) for ...
0
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0answers
9 views

A good read to recommend on stochastic processes?

can you recommend a good read, ideally up-to-date, for stochastic processes? I am not afraid of math, all I appreciate is the fluency of materials. I've read about Dirichlet/Pitman-Yor/Gaussian ...
0
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1answer
80 views

Mathematical Modeling and Statistical Modeling

What is the difference between mathematical modeling and statistical modeling? I only know that a mathematical model is deterministic while a statistical model is stochastic. Is that all to answer ...
1
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0answers
25 views

Who to credit for “control functions” in econometrics?

The idea is pretty simple, and I think it came out sort of by-the-way in a paper about something else, so I'm having a hard time figuring out who to cite. Basically you've got a GLM (like a probit or ...
1
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0answers
38 views

Huber's M estimator for contaminated Gaussian noise

Huber discussed in this seminal paper "Robust Estimation of a Location Parameter" link that if we have some observations $x_i$ as follows: $$y_i = \theta + \nu_i, ~~i=1,\cdots,N, \tag{1}$$ where ...
0
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0answers
7 views

References regarding correlations with ranks and binary data

I have several rank variables (ranks 0-3), which can be reasonably turned into binary (significant/insignificant effect). I'm looking for potential interactions. What would be the best source to look ...
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0answers
22 views

Question about Statistics resources [closed]

Does anyone have a good resource for studying statistics? Specifically chapter 9 of tps3e by Yates, Starnes, and Moore? Or sample distributions and means?
1
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1answer
78 views

What inputs, ideas or insight the community can offer on the subject “A simulation study of sample size for multilevel logistic regression.” [closed]

I have been assigned a topic on "A simulation study of sample size for multilevel logistic regression." I have searched the topic but found little reference on it. Could you please offer some ...
1
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0answers
17 views

On Kolmogorov's Theorem In Time series theory and methods (1990)

I am following Time series theory and methods, Brokwell and Davis (1990). And theorem 1.2.1 called by the text Kolmogorov's Theorem is only stated but not proven. I will rewrite it here: The ...
0
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0answers
8 views

Online Resources for Evolution of Statistical Methods in Different Disciplines

From time to time I like to read something about how data is analyzed in different disciplines. I think it is interesting to see what statistical methods are applied in different areas. Especially ...
14
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4answers
1k views

What is a good book about the philosophy behind Bayesian thinking?

What is a good book about Bayesian philosophy, contrasting subjectivists against objectivists, explaining the view of probability as state of knowledge in Bayesian statistics, etc.? Maybe Savage's ...
2
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1answer
31 views

Parameters in a non-parametric model

I have not understood this Wikipedia statement: The difference between parametric model and non-parametric model is that the former has a fixed number of parameters, while the latter grows the ...
3
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0answers
65 views

Need pointers to deep learning tutorials

I'm looking for good study material about deep belief networks, with particular emphasis to classification and feature extraction tasks for non-image data. I don't seem to find a great deal about ...
0
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0answers
11 views

Introduction to degradation models

Could you please give me some introductory reference to Degradation Models? I took a look at the reliawiki link but it is too short and contains no references at all.
2
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1answer
42 views

Example-driven book recommendation for learning statistics

I have always found learning statistics to be hard without seeing examples, and taking for granted the answer. I am looking for a book that teaches statistics that fits my criteria below or comes ...
1
vote
1answer
49 views

Difference between “Design based approach” and “Model based approach”?

In a pdf file, i found the following thing which i have not understood at all. ‐ one view (e.g., Heckman, 2008): causality is model‐based: causality only exists within the framework of a theory ...
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0answers
19 views

Model and Modeling

model and modeling seem identical to me. Aren't those really same ? (or is there any flaws so that they are two different tags.) And in model tag, it is written ...
2
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0answers
18 views

Do mildly informative prior distributions tend to mitigate false positives (i.e. Type I error rates)?

I am curious if others have sources that speak to the matter that providing informative and/or mildly informative prior distributions on a parameter tend to mitigate false alarm rates? I know from the ...
1
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1answer
28 views

Are sensitivity and specificity complement of each other?

Sensitivity : probability that a person with the condition will be classified in one's study as having the condition. ...