User random_guy

7 votes

1 answer

4k views

Comparison of log-likelihood of two non-nested models

asked Feb 13, 2015 at 12:55

6 votes

2 answers

3k views

Understanding Big/Little $O_p$/$o_p$ Notation for Estimators

asked Jun 5, 2015 at 16:16

6 votes

1 answer

1k views

How to compute estimate for the first time series value using ARIMA model?

asked Apr 6, 2016 at 19:36

4 votes

2 answers

11k views

Interpretation of Odds in Probit Regression

asked Feb 16, 2015 at 13:51

2 votes

1 answer

3k views

Why can OLS account for non-linearities even though linearity is assumed?

asked Apr 17, 2015 at 15:14

2 votes

2 answers

5k views

Rule of Thumb for Accepting the Null Hypothesis

asked Jul 6, 2016 at 13:17

2 votes

1 answer

282 views

Is $b$ in Support Vector Regression constant or not?

asked Oct 17, 2016 at 8:26

2 votes

0 answers

469 views

Estimation of Covariance Matrix of Two-Sample-Two-Stage-Least-Squares Estimator

asked Mar 19, 2017 at 17:21

2 votes

1 answer

944 views

Threshold selection by intersection of Sensitivity and Specificity

asked Jan 14, 2015 at 19:19

1 vote

1 answer

153 views

How to show linear model corresponds to exponential family?

asked Jul 11, 2014 at 18:05

1 vote

1 answer

4k views

Convergence Time of the EM Algorithm Depending on the Inital Parameter Values

asked Dec 2, 2014 at 10:33

1 vote

0 answers

861 views

Understanding recurrent SVM in volatility estimation of GARCH model

asked May 16, 2016 at 14:58

1 vote

0 answers

770 views

Principal Component of non-centered data and PCA-Transformation

asked Jul 19, 2015 at 11:54

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13 Questions

Comparison of log-likelihood of two non-nested models

Understanding Big/Little $O_p$/$o_p$ Notation for Estimators

How to compute estimate for the first time series value using ARIMA model?

Interpretation of Odds in Probit Regression

Why can OLS account for non-linearities even though linearity is assumed?

Rule of Thumb for Accepting the Null Hypothesis

Is $b$ in Support Vector Regression constant or not?

Estimation of Covariance Matrix of Two-Sample-Two-Stage-Least-Squares Estimator

Threshold selection by intersection of Sensitivity and Specificity

How to show linear model corresponds to exponential family?

Convergence Time of the EM Algorithm Depending on the Inital Parameter Values

Understanding recurrent SVM in volatility estimation of GARCH model

Principal Component of non-centered data and PCA-Transformation