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shani
  • Member for 10 years, 7 months
  • Last seen more than a month ago
8 votes
2 answers
1k views

If linear combination of two time series processes is non-stationary does it mean one of the two series is non-stationary

7 votes
1 answer
3k views

nearPD function in Matrix package

6 votes
4 answers
8k views

Condition number of covariance matrix

5 votes
0 answers
585 views

Positive lag-1 autocorrelation after differencing a stationary time series

3 votes
1 answer
2k views

Interpret deviance residual plot in poisson regression

3 votes
1 answer
552 views

Re-parameterization of a nonlinear model as a linear model

3 votes
1 answer
596 views

Intuition of the convergence of sample ACF

2 votes
1 answer
355 views

VAR models vs univariate models

2 votes
0 answers
84 views

Confidence intervals for non-negative least squares

2 votes
2 answers
3k views

Assumptions of poisson regression and log-transformation of response

2 votes
0 answers
917 views

Are variable selection strategies for regression useful?

2 votes
1 answer
32 views

Parameter estimators of linear predictors

2 votes
0 answers
57 views

Joint distribution of multivariate normal

2 votes
0 answers
70 views

Biasedness of ML estimators for an AR(p) process

2 votes
1 answer
1k views

glmnet package: "mgaussian" vs "gaussian" for $\alpha = 0$

1 vote
0 answers
149 views

Bias-variance decomposition for time series

1 vote
1 answer
119 views

Stepwise variable selection, significance and interpretations

1 vote
1 answer
203 views

Backward message passing in variational Bayesian inference

1 vote
1 answer
211 views

quasi likelihood for ungrouped binary data

0 votes
0 answers
20 views

Scaling of different kernels when estimating densities in R

0 votes
0 answers
123 views

Perform a wald's test to check the statistical significance of biasedness of MLE

0 votes
0 answers
135 views

Obtain a random sample from a sum of two dependent random variables