| . |
|---|
| 0 |
| 4-stable motion |
| $\alpha$-stable processes |
| $\gamma$-order Lognormal distribution |
| $\gamma$-order Normal distribution |
| $\mu$-ARBIB design |
| (partial) certaintyequivalence principle |
| A |
| absolute constant |
| academic achievement |
| active control |
| adaptative test |
| adaptive control |
| adaptive estimation |
| additive extremum estimators |
| adjusted profile likelihood |
| admissibility |
| Akaike Information criterion |
| algebraic difference equation |
| almost sure convergence |
| analysis of scale |
| ANOVA |
| AR(1) covariance structure |
| ARBIB design |
| asset pricing |
| associated models |
| asymptotic distribution of the discriminant function |
| asymptotic expansion |
| asymptotic expansions |
| asymptotic linearity |
| asymptotic normality |
| asymptotic tail independence |
| autoregressive |
| autoregressive model |
| autoregressive moving average, renewal process, lifetime distribution, |
| autoregressive processes |
| autoregressive time series |
| B |
| backward and symmetric integral |
| balanced |
| balanced bipartite weighing design |
| Balanced incomplete block (BIB) design |
| balanced nested designs |
| band matrix |
| basic contrast |
| basis |
| Bayes classification rule |
| Bayes estimation |
| Bayes estimator |
| bayesian analysis |
| Bayesian classification region |
| Bayesian estimators |
| Bayesian MANOVA |
| Bayesian quadratic estimator |
| Behrens-Fisher distribution |
| best linear unbiased estimates |
| best linear unbiased estimation |
| best unbiased estimator |
| Beta spacings |
| bias |
| bib designs |
| binary data |
| biomathematical modelling |
| block design |
| block designs |
| bonds |
| Bonferroni approximation and Monte Carlo simulation |
| bonus malus |
| bootstrap |
| bootstrap $t$ |
| bootstrap consistency |
| break point |
| breakdown point |
| C |
| canonical distribution |
| canonical ensemble |
| canonical spectral measure |
| central limit theorem |
| certainty equivalence |
| change point |
| characteristic function |
| characterization |
| characterizations |
| chemical balance weighing design |
| chemical balanceweighing design |
| circulant |
| classification |
| classifiers |
| closed-loop control |
| cluster analysis |
| COBS |
| Cochran's theorem |
| coefficient of determination |
| combination of forecasts |
| common mean |
| commutative Jordan algebras |
| Commutative Jordan algebras |
| comparison of estimators |
| comparisons with a control |
| complement activation |
| complete family of distributions |
| completely randomized block design |
| complex variable analysis |
| components of variation |
| compound Poisson distribution |
| compound Poisson process |
| compound symmetry covariance structure |
| compound tests |
| conditional distribution |
| conditional moment generating functions |
| conditional moments |
| confidence ellipsoids |
| confidence intervals |
| confidence rectangles |
| connected model |
| connectedness |
| consistency |
| constrained linear model |
| continuous stochastic processes |
| contraction |
| convergence rate estimate |
| convergence with probability one |
| convex ordering |
| convex quadratic programming |
| convolution of measures |
| coordinate free approach |
| c-optimal design |
| copula |
| core inverse |
| core partial ordering |
| correlation coefficient between random events |
| correlation coefficient for random variables |
| correlation curve |
| correlation; quadratic unbiased estimation |
| correlations |
| covariance matrix |
| coverage probability |
| criteria for robustness |
| criteria of linearization |
| cross |
| cross additivity |
| cross nested designs |
| cross-classification models |
| crossing |
| cross-nesting |
| cubic splines interpolation |
| cumulants |
| cumulative distribution |
| cumulative distribution function |
| CVaR |
| D |
| Dagum distribution |
| decomposable set |
| deconvolution |
| default probability |
| deformed distribution |
| delta-normal model |
| demo program |
| determinants |
| diagonal convexity |
| Dickey-Fuller test |
| Dirichlet kernel |
| discrete life time distribution |
| discriminant coordinates |
| dissimilarity measures |
| distance properties |
| distributed lag model |
| distribution |
| distribution fitting |
| distribution of quadratic forms |
| dominant height |
| dominant policy |
| D-optimality |
| doubly exchangeable covariance structure |
| duality |
| dynamic models |
| dynamic programming |
| E |
| efficiency balanced (EB) design |
| efficiency balanced quaternary (EBQ) |
| efficiency balanced ternary (EBT) |
| efficiency factor |
| efficiency-balanced block design |
| eigenvalue |
| eigenvalues and eigenvectors |
| empirical laws |
| entropy maximization |
| entropy type Fisher's information |
| equality and inequality restrictions |
| equicontinuous distributions |
| errors-in-variables |
| estimable |
| estimation |
| estimation of parameters of continuous laws |
| estimation of prevalence |
| estimators of classification error |
| exact distribution theory |
| exact distributions |
| exogeneous shocks |
| Experimental design, orthogonal block design, robust estimator, |
| exponential |
| exponential distribution |
| exponential distributions |
| extremal estimators |
| extremal index |
| extreme value distributions |
| extreme value theory |
| F |
| F tests |
| false positive rate |
| Fibonacci number |
| financial returns |
| first exit time |
| Fisher consistency |
| Fisher's information |
| forecast intervals |
| foreign exchange markets |
| forest planning |
| forward |
| F-ratio |
| Fr\'{e}chet differentiability |
| Fréchet differentiability |
| Frisch-Waugh-Lovell Theorem |
| F-tests |
| functional discriminant coordinates |
| functional principal components |
| G |
| gamma distribution |
| Gamma distribution. |
| GARCH models |
| Gaussian mixtures |
| Gaussian perturbation |
| generalized $t$ $(GT)$ distribution |
| Generalized Error Distribution |
| generalized F distribution |
| generalized F distributions |
| generalized F tests |
| generalized factorial series distribution |
| generalized inverse |
| generalized jackknife |
| generalized Kamp\'{e} de F\'{e}riet function |
| generalized least squares |
| generalized Lehmann family |
| generalized linear models |
| generalized method of moments |
| generalized negative binomial distribution |
| generalized Pareto distributiond |
| generalized pivotal quantity |
| generalized Poisson distribution |
| generalized polar coordinates |
| generalized p-values |
| generalized reflected BSDE, discrete approximation methods, viscosity solution |
| geometric asset price model |
| geometric distribution |
| Gibbs sampler |
| Gibbs state |
| Girsanov transformations |
| Girsanov type theorem for 4-stable motions |
| Girsanov`s theorem |
| global Pad\'e approximation |
| goodness-of-fit tests |
| graph energy |
| group classification |
| group classification rule |
| group inverse |
| H |
| Hausdorff dimension |
| Hausdorff metric |
| hazard function |
| hazard rate |
| hazard rate function |
| Hermitian idempotent matrix |
| Hermitian matrix |
| heteroscedaticity |
| hierarchical |
| hierarchical linear model |
| high-dimensional data |
| highly significant F tests |
| Hilbert-Schmidt products |
| Hotelling's $T^2$-type statistic |
| HPD region sets |
| Huber's function |
| Hukuhara differential |
| hypotheses testing |
| hypothesis testing |
| I |
| image analysis |
| improved estimation |
| independence of exponential spacings |
| inequality constrained generalized least squares (ICGLS) estimation |
| inequality constraints |
| inference |
| inflated distribution |
| inflated factorial series distribution |
| inner product |
| innovation outlier |
| insurance |
| integer-valued time series, stochastic difference equations, |
| interlaboratory study |
| interlaboratory trials |
| invariance |
| inverse distributions |
| inverting |
| isomorphism |
| iterated random function sequence |
| J |
| Jackknife |
| James corelation for random variables |
| K |
| Katz-Petrov inequality |
| Kenward-Roger method |
| kernel estimator |
| kernel reproducing Hilbert space |
| Knar formula |
| Kolmogorov's strong law of large numbers |
| kronecker product |
| Kronecker product covariance structure |
| k-th lower record values |
| Kuhn-Tucker optimality conditions |
| L |
| L_1- and L_2 - procedures |
| labor demand curves |
| large deviations |
| Latin square |
| least median of squares regression |
| least squares |
| least squares estimates |
| least squares estimator |
| least trimmed squares |
| Lebesgue and Marcinkiewicz-Zygmunt theorems |
| left star partial ordering |
| leverage |
| lifetime after heart attack |
| likelihood estimation |
| likelihood ratio |
| likelihood ratio test |
| likelihood ratio tests |
| likelihood-based inference |
| LIL type theorems |
| limiting allocation proportion |
| linear algebra |
| linear discriminant rules |
| linear estimator |
| linear inference |
| linear mixed model |
| linear model |
| linear models |
| Linear models |
| linear prediction |
| linear regression |
| linear regression model |
| linear regression models |
| linear statistical models |
| linear sufficiency |
| linearization |
| local asymptotic theory |
| location-scale families |
| log magnitude |
| logistic model |
| long run distribution |
| L-optimality |
| loss distribution |
| lost games distribution |
| lower record values |
| Löwner partial ordering |
| Lucas number |
| M |
| magic square |
| magic squares |
| market efficiency |
| Markov chains |
| Markov decisions process |
| Markov operator, asymptotic stability, residuality, dense~$G_{\delta}$ |
| martingales |
| mathematical statistics |
| mathematics |
| matrices |
| matrix energy |
| matrix norm |
| matrix theory |
| Matusita's measure of overlap |
| maximal stable random vector |
| maximum likelihood |
| maximum likelihood estimates |
| Maximum likelihood estimation |
| maximum likelihood estimator |
| maximum likelihood estimator, $A$-optimality, $D$-optimality |
| maximum likelihood estimators |
| max-min tests |
| MCEM algorithm |
| mean squared error |
| measure |
| measure relevance |
| Mellin transform |
| M-estimators |
| meta analysis |
| meta-analysis |
| method of sieves |
| Metropolis-Hastings algorithm |
| Mieshalkin - Rogozin theorem |
| minimax estimation |
| minimization |
| minimum distance classification rule |
| minimum variance estimation |
| minus partial ordering |
| missing data |
| mixed balanced models |
| mixed linear models |
| mixed model |
| mixed models |
| mixed regression |
| ML- and REML- estimation |
| modal estimators |
| modified factorial series distribution |
| moment estimator |
| moment properties |
| moments |
| moments of order statistics |
| Monte Carlo simulation |
| Moore-Penrose inverse |
| multilevel model |
| multiple observations |
| multiple regression |
| multiplicative intensity point process model |
| multivariate |
| multivariate bioassay |
| multivariate normal distribution |
| multivariate normal model |
| multivariate Student's t distribution |
| multi-way classication |
| N |
| nearest neighbor method |
| nested orthogonal designs |
| Newton-Raphson method |
| non linear model |
| nonanticipated stochastic processes |
| non-centrality parameters |
| nonestimable and completely nonestimable restrictions |
| non-homogeneous Markov chain |
| nonhomogenuous variances |
| nonlinear experimental design |
| nonlinear hypothesis |
| nonlinear regression |
| nonlinear regression model |
| nonnegative estimation |
| nonnegative maximum likelihood estimation |
| nonnegative minimum biased estimation |
| nonnegative minimum biased estimators |
| nonparametric bootstrap |
| nonparametric regression |
| nonparametric tests |
| non-smooth optimization |
| nonstationary process |
| non-uniform Berry-Esseen estimate |
| normal approximation |
| Normal distribution |
| normal distributions |
| normal model |
| numerical integration, Monte Carlo simulation, combined ratio |
| O |
| open-loop feedback |
| optimal bonus scales. |
| optimal design |
| optimality |
| optimization |
| optimum chemical balance weighing design |
| order statistics |
| orderings |
| Ornstein-Uhlenbeck process |
| orthogonal models |
| orthogonal projector |
| Osipov inequality. |
| outlier |
| P |
| pairwise comparisons |
| parameter restrictions |
| Pareto distribution functions |
| partial isometry |
| partial ordering |
| partitioned linear model |
| Pascal triangle |
| patterns |
| Pearson correlation coefficient |
| PEB design |
| pedigree analysis |
| percentile bootstrap |
| phase transition |
| p-mean |
| Poisson distribution |
| poisson random measure |
| Poisson regression |
| populations with periodic reclassification |
| positive dependence |
| positive dependence ordering |
| posterior distribution |
| posterior distributions |
| posterior moments |
| power |
| power parameter |
| powers |
| predictable set-valued process |
| prediction intervals |
| premium |
| preordering |
| price of the contract with options |
| Primary Black-Scholes model |
| prime basis factorials inference |
| prior distribution |
| probability generating function |
| probability generating function, palindromic polynomial, constant hazard rate |
| probability space |
| probability theory |
| problem modeling |
| product moments |
| product of normally distributed variables, inverse coefficient of variation, |
| profile analysis |
| profile likelihood |
| proportional hazards |
| p-value |
| Q |
| Q estimator |
| quadratic estimation |
| quadratic estimator |
| quadratic forms |
| quadratic loss function |
| quadratic subspace |
| quasi Newton method |
| quasi-information matrix |
| quasi-likelihood estimation |
| quasi-maximum likelihood |
| R |
| radial symmetry |
| Ramlau-Hansen kernel estimator |
| random chords |
| random linear model |
| random matrix |
| random middle third Cantor set |
| random non-centrality parameters |
| random number generator |
| random polynomial on the unit circle |
| random susceptibility |
| randomization |
| rank |
| rank statistics |
| record statistics |
| record times |
| record values |
| recovery given default |
| recurrence |
| recurrence relations |
| redescending M-estimator |
| reduced linear model |
| reduction of the bias |
| reflection |
| regression |
| regression model with constraints |
| regression with restrictions |
| regular varying function |
| regularisation |
| relative potency |
| relative ranks |
| Rényi entropy |
| repeated measures data (doubly multivariate data) |
| reserve process |
| result of Kolmogorov |
| reuse block methods |
| Reverse order law |
| right sharp partial ordering |
| risc function |
| robuat estimation |
| robust designs |
| robust estimation |
| robust estimator |
| robustness |
| robustness against dependence |
| robustness of tests |
| ROC curves |
| Roman Zmyślony |
| S |
| sample |
| sample with a random size |
| scale mixture |
| Schur complements |
| score function |
| Secondary Ito formula for 4-stable motions |
| secretary problem |
| sective F tests |
| selection of a set-valued map |
| selections |
| selective F testes |
| selective F tests |
| semimartingale |
| semimartingale measure |
| sensitivity |
| sequential design |
| set estimators |
| set-valued function |
| set-valued stochastic integral |
| Shannon entropy |
| shift parameter |
| Shigella flexneri |
| short-range dependence |
| sieve bootstrap |
| simple fraction |
| simulated annealing |
| simulation |
| single moments |
| singular value clan |
| singular value decomposition |
| size |
| size of test |
| specificity |
| spectral measure |
| square-integrable martingale |
| SROC |
| stable |
| stable distribution |
| stacked regression |
| stair nested designs |
| static |
| Statis |
| statistical functional |
| Stochastic dynamic programming |
| stochastic equality |
| stochastic equations |
| stochastic inclusions |
| stochastic integrals |
| stochastic processes |
| stochastic set-valued integrals |
| stochastic vortices |
| stopping rule |
| Stratonovich inclusion |
| Stratonovich integral |
| strictly associated models |
| strong consistency |
| strong convergence |
| structure vectors |
| structured mean vector |
| structured stair nesting models |
| studentization |
| sub-normal models |
| subnormal models |
| sub-stable |
| symmetric balanced incomplete block (SBIB) design |
| symmetric stable distribution |
| Symmetric stable random vector |
| synergy phenomenon |
| T |
| tail dependence |
| tail dependence coefficient |
| tail index estimation |
| tail sigma-field |
| Talagrand concentration inequality |
| ternary balanced block design |
| ternary block design |
| test |
| testing |
| testing hypotheses |
| tests for the two-sample problem of scale |
| tests hypotheses |
| tests of the equality of k-samples |
| the fixed effects model |
| the random effects model |
| third type error |
| three-level multivariate data |
| time series |
| time series analysis |
| time-reversible process |
| Toeplitz matrix |
| total weight of objects |
| trace |
| transcendental numbers |
| transformations |
| transience |
| transition probabilities |
| trend estimation |
| trimmed likelihood |
| truncated distribution |
| tuning constant |
| twin studies |
| two variance components models |
| two-sample problem |
| two-step monotone missing data |
| two-way classification model |
| two-way layout |
| U |
| $U$-statistics |
| UBLUE |
| UMP tests |
| UMVUE |
| unbalanced |
| unbiased estimation |
| unbiased estimator |
| unequal variances |
| uniform |
| uniform distribution |
| uniform expansions |
| uniform representation |
| uniform spacings |
| unit root |
| universal kriging |
| universal linear model |
| universal linear model with restrictions |
| utility function |
| V |
| value-at-risk |
| VaR |
| variable selection |
| variance balanced quaternary (VBQ) |
| variance balanced ternary (VBT) |
| variance balanced (VB) design |
| variance component |
| variance component model |
| variance components |
| variance-balanced block design |
| viability |
| Von Bertalanffy's model, population dynamics, Allee effect |
| von Mises calculus |
| von Mises functional (statistical functional) |
| W |
| Wald test |
| weak compactness of sequences of stochastic processes |
| weak convergence |
| weak convergence of distributions |
| weak covariance adjustment |
| weak solutions to SDE |
| weight function |
| Wiener process |