User Jeremias K

24 votes

Is R-squared value appropriate for comparing models?

answered Feb 5, 2016 at 15:34

8 votes

What selection criteria to use and why? (AIC, RMSE, MAPE) - All possible model selection for time series forecasting

answered Jun 20, 2016 at 11:34

5 votes

What are some examples of anachronistic practices in statistics?

answered Jun 18, 2016 at 15:09

4 votes

Accepted

Independence of observations violated

answered Jun 18, 2016 at 15:26

4 votes

Accepted

Inverting ARMA Processes

answered Feb 22, 2016 at 8:55

4 votes

Accepted

Difference between an "Ordinary Least Square (OLS) model" and a "Panel Fixed- Effects (FE) model"

answered Dec 15, 2017 at 11:51

4 votes

Is there a situation when one would use L1 norm over L2 norm in k-means algorithm?

answered Jan 20, 2016 at 12:06

4 votes

Accepted

What does "the process that generates the data" mean? and How does feature selection help in recovering it?

answered Jan 22, 2016 at 11:10

3 votes

Identification of parameters problem

answered Feb 5, 2016 at 20:08

3 votes

Accepted

Unit root tests and stationarity

answered Feb 14, 2016 at 23:24

3 votes

Accepted

Expand a power of the difference operator in terms of time series $z_t$

answered Feb 19, 2016 at 10:23

3 votes

Influence of HAC estimates to p-value of t-test

answered Jan 20, 2016 at 19:14

3 votes

Coefficient of determination

answered Feb 26, 2016 at 9:13

2 votes

Accepted

Finding the Coefficients of regressors

answered Feb 22, 2016 at 9:13

2 votes

Hazard Function

answered Oct 30, 2017 at 13:44

2 votes

What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$

answered Jan 25, 2016 at 9:19

2 votes

What is meant by the "level" of a time series?

answered Jan 25, 2016 at 11:18

2 votes

Different AIC definitions

answered Jan 20, 2016 at 10:58

2 votes

Accepted

Is this book excerpt an accurate statistical analysis of project risk?

answered Jan 20, 2016 at 12:22

2 votes

Frequentist Predictive Distribution for a Cauchy variable

answered Dec 19, 2017 at 10:00

1 vote

Accepted

Autocovariance - expectation across all time indices?

answered Dec 20, 2017 at 11:38

1 vote

Accepted

Likelihood for dependent data above a threshold

answered Jan 20, 2016 at 12:41

1 vote

Variance of Gaussian linear combination

answered Jan 20, 2016 at 14:59

1 vote

Is $E[1_A | \mathscr{F_t}] = 0 ~\text{or} ~ 1 \ \Rightarrow E[1_A | \mathscr{F_{s}}] = E[1_A | \mathscr{F_t}]$ is only almost surely?

answered Jan 24, 2016 at 18:14

1 vote

Accepted

Transforming a time series so it is stationary

answered Feb 20, 2016 at 8:58

1 vote

Accepted

The projection matrix and proof of an unbiased estimator for sigma-squared

answered Feb 20, 2016 at 9:21

1 vote

Accepted

Calculate probability of distance for d-dimensional normal

answered Feb 21, 2016 at 9:24

1 vote

Confidence intervals for difference in time series

answered Nov 26, 2017 at 10:18

1 vote

Curve fitting a circle (as in linear regression)

answered Nov 29, 2017 at 9:30

1 vote

Accepted

Derived Distribution from normal distribution

answered Jun 19, 2016 at 17:55

Stack Exchange Network

40 Answers

Is R-squared value appropriate for comparing models?

What selection criteria to use and why? (AIC, RMSE, MAPE) - All possible model selection for time series forecasting

What are some examples of anachronistic practices in statistics?

Independence of observations violated

Inverting ARMA Processes

Difference between an "Ordinary Least Square (OLS) model" and a "Panel Fixed- Effects (FE) model"

Is there a situation when one would use L1 norm over L2 norm in k-means algorithm?

What does "the process that generates the data" mean? and How does feature selection help in recovering it?

Identification of parameters problem

Unit root tests and stationarity

Expand a power of the difference operator in terms of time series $z_t$

Influence of HAC estimates to p-value of t-test

Coefficient of determination

Finding the Coefficients of regressors

Hazard Function

What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$

What is meant by the "level" of a time series?

Different AIC definitions

Is this book excerpt an accurate statistical analysis of project risk?

Frequentist Predictive Distribution for a Cauchy variable

Autocovariance - expectation across all time indices?

Likelihood for dependent data above a threshold

Variance of Gaussian linear combination

Is $E[1_A | \mathscr{F_t}] = 0 ~\text{or} ~ 1 \ \Rightarrow E[1_A | \mathscr{F_{s}}] = E[1_A | \mathscr{F_t}]$ is only almost surely?

Transforming a time series so it is stationary

The projection matrix and proof of an unbiased estimator for sigma-squared

Calculate probability of distance for d-dimensional normal

Confidence intervals for difference in time series

Curve fitting a circle (as in linear regression)

Derived Distribution from normal distribution