Glossary of economics research
Results of search for statistics follow:
statistics:
Relevant terms:
acceptance region,
adapted,
almost surely,
alternative hypothesis,
ANOVA,
AR,
AR(1),
ARCH,
autoregressive process,
b,
bandwidth,
Bayesian analysis,
Bonferroni criterion,
bootstrapping,
Box-Cox transformation,
Cauchy distribution,
cdf,
characteristic function,
chi-square distribution,
coefficient of variation,
complete,
consistent,
correlation,
Cramer-Rao lower bound,
cross-validation,
delta method,
density function,
diffuse prior,
distribution function,
efficiency,
efficiency bound,
efficient,
EGARCH,
essentially stationary,
estimator,
excess kurtosis,
expected value,
exponential distribution,
exponential family,
F distribution,
fat-tailed,
frequency function,
gamma distribution,
gamma function,
GARCH,
Gaussian,
Gaussian white noise process,
generalized Wiener process,
GEV,
Heaviside function,
Hermite polynomials,
heterogeneous process,
Huber standard errors,
Huber-White standard errors,
iid,
information number,
Ito process,
Jensen's inequality,
Kolmogorov's Second Law of Large Numbers,
kurtosis,
LAN,
leptokurtic,
Lindeberg-Levy Central Limit Theorem,
log-concave,
log-convex,
logistic distribution,
lognormal distribution,
MA,
main effect,
MANOVA,
Markov process,
Markov's inequality,
martingale,
martingale difference sequence,
mesokurtic,
MGF,
moment-generating function,
Monte Carlo simulations,
multivariate,
MVN,
noncentral chi-squared distribution,
normal distribution,
Op(1),
order statistic,
Pareto distribution,
pdf,
platykurtic,
Poisson distribution,
Poisson process,
power,
power distribution,
probability function,
process,
random,
random process,
random variable,
random walk,
Rao-Cramer inequality,
Riemann-Stieltjes integral,
second moment,
semiparametric,
significance,
single-crossing property,
skewness,
spatial autocorrelation,
stable distributions,
standard normal,
statistic,
stochastic,
stochastic process,
strict stationarity,
strictly stationary,
strong law of large numbers,
strongly consistent,
Student t,
sufficient statistic,
support,
t distribution,
t statistic,
tangent cone,
Tukey boxplot,
type I error,
type I extreme value distribution,
type II error,
uniform distribution,
uniform weak law of large numbers,
unit root,
unit root test,
UWLLN,
variance,
wavelet,
weak law of large numbers,
weak stationarity,
weakly consistent,
weakly dependent,
Weibull distribution,
white noise process,
White standard errors,
WLLN,
Wold's theorem.
Contexts: fields
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