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A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming certain mathematical conditions.
Multiple imputation : The Monte Carlo technique in which missing values in the data set are replaced by m> 1 simulated versions, where m is usually small (say 3-10). Each of simula
Regression diagnostics is the process designed to investigate the suppositions underlying particular forms of regression examination, for instance, homogeneity of variance, norma
The skewness is a measure of asymmetry and as it is positive at 4.29, it is greater than zero which reveals that the tail extends to the right indicating the distribution to be mor
Hi , Im currently taking the course Financial Econometrics of Master of Finance at RMIT. I find it really difficult to understand the course''s material and now im having the majo
explain the graphical method of measure of central tendency
Behrens Fisher problem : The difficulty of testing for the equality of the means of the two normal distributions which do not have the equal variance. Various test statistics have
Complier average causal effect (CACE): The treatment effect amid true compliers in the clinical trial. For the suitable response variable, the CACE is given by the difference in o
Change point problems : Problems with chronologically ordered data collected over the period during which there is known to have been a change in the underlying data generation cou
Half-normal plot is a plot for diagnosing the model inadequacy or revealing the presence of outliers, in which the absolute values of, for instance, the residuals from the multipl
Generalized principal components analysis: The non-linear version of the principal components analysis in which the goal is to determine the non-linear coordinate system which is
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