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 |