Yves's user avatar
Yves's user avatar
Yves's user avatar
Yves
  • Member for 11 years, 10 months
  • Last seen this week
14 votes
Accepted

Asymptotic distribution of maximum order statistic of IID random normals

14 votes

Negative Binomial "Process"

10 votes
Accepted

Dealing with different definitions of the Ornstein-Uhlenbeck process

9 votes
Accepted

Use Cases For Coefficient of Variation vs Index of Dispersion

9 votes

Maximum of Independent Gamma random variables?

9 votes
Accepted

How can I fit a spline to data that contains values and 1st/2nd derivatives?

8 votes
Accepted

Prolonged negative binomial beyond Poisson?

8 votes
Accepted

`pgeom` in `R` does not seem to exhibit memorylessness as expected

8 votes
Accepted

Upper Bound on $\mathbb{E}[\frac{1}{1 + X}]$ where $\mathbb{E}[X] = a$ and $0<𝑎<1$

8 votes

Combining two time-series by averaging the data points

8 votes
Accepted

Gaussian process regression: leave-one-out prediction

8 votes

An impossible estimation problem?

7 votes

What are the standard statistical tests to see if data follows exponential or normal distributions?

7 votes
Accepted

Estimation with MLE and returning the score/gradient (QMLE)

7 votes
Accepted

Poisson Process in R from exponential distribution

6 votes

Maximum Likelihood Estimator for equicorrelation model

6 votes

Famous statistical quotations

6 votes
Accepted

Linear regression with multiple y values per x and their arithmetic means

6 votes

Under what kernels and/or conditions does $k(x, x) = k(x, X) k(X, X)^{-1} k(X, x)$?

6 votes

The distribution function of the min of two random variables which are dependent via a common term

5 votes

In the most basic sense, what is marginal likelihood?

5 votes
Accepted

Maximum likelihood and Gumbel distribution. Does the likelihood have a global maximum?

5 votes
Accepted

Do Stochastic Processes such as the Gaussian Process/Dirichlet Process have densities? If not, how can Bayes rule be applied to them?

5 votes

Generalized Pareto distribution (GPD)

5 votes
Accepted

Probabilistic interpretation of Thin Plate Smoothing Splines

5 votes
Accepted

Downsampling excessively sampled curves

5 votes

Is there a fast algorithm to check for AR(p) stationarity?

4 votes
Accepted

the combination of two independent continuous time Markov chains

4 votes
Accepted

Getting the units right for the Pareto distribution of wealth: x = people, dollars, dollars per person?

4 votes

How to generate a non-integer amount of consecutive Bernoulli successes?