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Confounded
  • Member for 8 years, 11 months
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0 votes
0 answers
428 views

Logistic regression with negative weights in Matlab

1 vote
0 answers
80 views

Are parameter estimates in GLMs ever consistent?

2 votes
0 answers
155 views

ARMA(p,q) conditional distribution given first k<p observations

1 vote
0 answers
40 views

Changes to multivariate AR1 parameters with step size

0 votes
0 answers
74 views

Goodness of fit using characteristic function

0 votes
0 answers
56 views

statsmodels ARMA.fit wrong constant

0 votes
0 answers
21 views

Asymptotic OLS estimates [duplicate]

1 vote
0 answers
336 views

OLS assumptions: prediction vs inference

3 votes
2 answers
2k views

When is ARMA(p,q) strictly (strongly) stationary and what is its unconditional distribution?

1 vote
1 answer
2k views

Linear transformation of multivariate normals resulting in a singular covariance matrix

1 vote
0 answers
123 views

Regression with different probability measure

5 votes
0 answers
418 views

IRLS for truncated normal GLM

3 votes
1 answer
95 views

Transform data while keeping the mean constant

1 vote
0 answers
67 views

Estimation and testing of unconditional distribution in time series models

2 votes
0 answers
332 views

What is "the best" way to approximate moments of two distributions if they cannot be matched exactly? [closed]

2 votes
1 answer
96 views

If $\mathbf{x} \sim N(\mathbf{0,I})$ and $\mathbf{y} = \mathbf{Ax}$, what does $\mathbf{A}^T \mathbf{A}$ represent?

5 votes
2 answers
518 views

If $(X,Y) \sim \mathcal N(0,\Sigma)$, are $Z = Y - \rho\frac{\sigma_Y}{\sigma_X}X$ and $X$ independent?

4 votes
1 answer
1k views

Joint distribution of independent t-distributed random variables

4 votes
2 answers
489 views

Survival analysis with cures when it is known that for some subjects the event (death) will never occur