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1,411 метода · StatistikaОчисти
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СортирајПопуларностА–ШШ–АНајновије
statistics

BCa Bootstrap

The BCa bootstrap is a resampling method, introduced by Bradley Efron in 1987, that produces more accurate confidence intervals than the plain percentile bootstrap by applying a bias correction and an acceleration adjustment. It is recommended for skewed distributions and small samples.

2 извора1987
econometrics

BEKK-GARCH

BEKK-GARCH, proposed by Engle and Kroner (1995), is a multivariate GARCH specification that models the time-varying conditional covariance matrix of a system of financial return series. Named after Baba, Engle, Kraft, and Kroner, it is the dominant framework for quantifying volatility spillovers and dynamic correlation

1 извор1995
finance

Beneish M-Score

The Beneish M-Score is a statistical model developed by Messod Beneish in 1999 to identify whether a company has manipulated its reported earnings. The model combines eight financial-statement ratios into a single composite score using coefficients estimated from a probit regression on a sample of detected earnings man

1 извор1999
statistics

Beta Regression

Beta regression is a generalized linear model introduced by Ferrari and Cribari-Neto (2004) for outcomes that are rates or proportions confined to the open interval (0,1). It models the mean of a beta-distributed response through a link function, making it the natural choice for fractions, probability scores, and propo

1 извор2004
econometrics

Between Estimator

The Between Estimator is a panel data regression technique that identifies regression coefficients exclusively from cross-sectional variation across individuals, by collapsing the panel to individual-specific time-averaged observations and applying ordinary least squares to those group means. It is used in economics, s

1 извор2008
finance

Binomial Option Pricing

The binomial option pricing model, introduced by John Cox, Stephen Ross, and Mark Rubinstein in 1979, prices options by modelling the underlying as a discrete tree in which the price moves up or down by fixed factors at each step. Working backward from the option's payoff at maturity using risk-neutral probabilities, i

1 извор1979
statistics

Binomial Test

The exact binomial test checks whether the observed number of successes in a fixed number of independent trials is consistent with a pre-specified success probability p₀. Because it computes exact binomial tail probabilities rather than relying on a normal approximation, it is the gold standard for testing a proportion

1 извор1988
pharmacometrics

Bioequivalence Analysis

Bioequivalence Analysis is a regulatory-grade statistical framework used to determine whether a test drug formulation (generic or reformulated) delivers the active ingredient to the systemic circulation at a rate and extent comparable to a reference product. Introduced by Donald J. Schuirmann in 1987, the method operat

1 извор1987
statistics

Biplot

A biplot is a low-dimensional graphical representation of a multivariate data matrix that simultaneously displays both the observations (rows) and the variables (columns) as points or vectors in the same plot. Introduced by Ruben Gabriel in 1971, the technique decomposes the data matrix into a rank-2 approximation usin

1 извор1971
dentistry

Bitewing Radiography

Bitewing radiography is a standard intraoral radiographic technique that captures the coronal portions of both maxillary and mandibular teeth in a single image, with the patient biting on a film holder or digital sensor. Introduced in the early 20th century and formalized as a diagnostic standard, bitewing radiographs

3 извора1913
econometrics

Bivariate Probit

The Bivariate Probit Model, introduced by Ashford and Sowden (1970), jointly estimates two binary outcome equations whose error terms are allowed to be correlated. By modeling both outcomes simultaneously under a bivariate normal distribution, it corrects for the dependence between decisions that separate probit regres

1 извор1970
econometrics

BK Filter

The Baxter-King (BK) band-pass filter, introduced by Marianne Baxter and Robert King in 1999, is a linear symmetric moving-average filter designed to isolate cyclical fluctuations in macroeconomic time series that fall within a specified range of periodicities. It removes both very low-frequency trends and very high-fr

1 извор1999
finance

Black-Litterman Model

The Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an investor's own views to produce more stable, intuitive portfolios. It was designed to cure the extreme concentration and input sensitivity of c

2 извора1992
finance

Black-Scholes Model

The Black-Scholes-Merton model, published by Fischer Black and Myron Scholes in 1973 with the theoretical framework extended by Robert Merton, gives a closed-form no-arbitrage price for European options. By assuming the underlying asset follows geometric Brownian motion with constant volatility, it derives a partial di

2 извора1973
statistics

Block Bootstrap

Block bootstrap is a resampling method for dependent, autocorrelated time-series data: instead of resampling single observations, it resamples whole blocks of consecutive observations so the serial-correlation structure is preserved. The moving block variant was introduced by Künsch (1989) and the stationary variant by

2 извора1989
experimental design

Blocked A/B Test

A blocked A/B test is an experimental design that partitions units (users, subjects, or clusters) into homogeneous blocks before randomly assigning them to treatment A or treatment B within each block. Blocking reduces within-experiment noise by ensuring that known sources of variation — such as device type, geography,

2 извора1926
statistics

Bonferroni Correction

The Bonferroni correction is a conservative, universally applicable method for controlling the family-wise error rate (FWER) when conducting multiple simultaneous hypothesis tests. Grounded in Bonferroni's 1936 probability inequality and formalized for multiple comparisons by Olive Jean Dunn in 1961, the procedure divi

3 извора1961
actuarial science

Bonus-Malus System

A Bonus-Malus System (BMS) is an actuarial experience-rating mechanism used primarily in automobile insurance to adjust individual policyholders' premiums based on their personal claim history. Policyholders who remain claim-free receive premium discounts (bonus), while those who file claims are penalised with surcharg

1 извор1995
statistics

Bootstrap Inference

Bootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.

2 извора1979
simulation

Bootstrap Simulation

Bootstrap simulation, introduced by Bradley Efron in 1979, is a simulation-based inference method that derives the sampling distribution of virtually any statistic by repeatedly resampling with replacement from the observed data. Because it requires no parametric distributional assumptions, it provides a robust, genera

2 извора1979
bayesian

Bootstrap Simulation with Missing Data

Bootstrap simulation with missing data combines resampling-based variance estimation with principled handling of incomplete observations. Rather than deleting cases or assuming complete data, the method integrates imputation or weighting directly into the bootstrap loop, propagating the additional uncertainty due to mi

2 извора1979
statistics

Breakdown Point Analysis

Breakdown point analysis quantifies the fraction of outliers an estimator can tolerate before it produces meaningless results. Formalised by Hampel (1971) and Donoho and Huber (1983), it is the standard tool for comparing the robustness of competing estimators.

2 извора1983
econometrics

Breitung Test

The Breitung test, introduced by Jörg Breitung in 2000, is a nonparametric panel unit-root test designed to assess whether all cross-sectional units in a balanced panel share a common unit root. Unlike competing first-generation tests, it avoids bias-correction terms that depend on lag selection or kernel bandwidth est

1 извор2000
econometrics

Breusch-Godfrey Test

The Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). Unlike the Durbin-Watson test, it detects autocorrelation up to any chosen order p, remains valid when the model includes lagged dependent va

2 извора1978
econometrics

Breusch-Pagan Test

The Breusch-Pagan test, introduced by Trevor Breusch and Adrian Pagan in 1979, is a Lagrange-multiplier test for heteroskedasticity — the condition where the variance of a regression's errors changes with the explanatory variables. It works by regressing the squared OLS residuals on candidate variables and checking whe

2 извора1979
statistics

Brunner-Munzel Test

The Brunner-Munzel test is a nonparametric two-sample hypothesis test that estimates the probabilistic superiority index P(X < Y) — the probability that a randomly selected observation from one group exceeds a randomly selected observation from the other. Introduced by Brunner and Munzel in 2000 as a solution to the no

3 извора2000
signal processing

Butterworth Filter Design

The Butterworth filter is a type of signal processing filter designed to have the flattest possible frequency response in the passband while rolling off toward the stopband with a gentle slope. Introduced by Stephen Butterworth in 1930, it has become one of the most widely used filter designs in electrical engineering

2 извора1930
spatial analysis

CA-Markov

CA-Markov is a hybrid spatio-temporal model that projects land-use and land-cover change by combining a Markov chain — which predicts how much of each class will change — with cellular automata, which decide where that change happens. Widely used for urban-growth and land-cover forecasting, it answers both the quantity

2 извора1997
econometrics

CADF Test

The Cross-sectionally Augmented Dickey-Fuller (CADF) test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed to handle cross-sectional dependence among panel units. Unlike first-generation panel unit-root tests that assume cross-sectional independence, the CADF test augments individual

1 извор2007
clinical psychology

Cambridge Depersonalisation Scale

The CDS is a 29-item self-report measure of depersonalisation and derealisation experiences, developed by Sierra and Berrios in 2000. It is the most widely used instrument for assessing dissociative symptom severity in both clinical and research settings, valuable for identifying depersonalisation disorder, monitoring

1 извор2000
finance

CAMELS Rating

The CAMELS Rating System is a supervisory framework used by US bank regulators to evaluate the overall condition of financial institutions across six dimensions: Capital Adequacy, Asset Quality, Management, Earnings, Liquidity, and Sensitivity to Market Risk. Each component is scored on a scale of 1 (strong) to 5 (crit

1 извор1998
statistics

Canonical Correlation Analysis

Canonical Correlation Analysis (CCA) is a multivariate statistical method that identifies pairs of linear combinations — one from each of two variable sets — such that the correlation between each pair is maximised. Introduced by Harold Hotelling in his landmark 1936 Biometrika paper, CCA provides the most general line

3 извора1936
finance

CAPM

The Capital Asset Pricing Model (CAPM), developed by William Sharpe and John Lintner in the mid-1960s, links the expected return of an asset to its systematic risk, measured by beta. It states that in equilibrium investors are rewarded only for risk that cannot be diversified away: the expected excess return of an asse

2 извора1964
health outcomes

CAT

The COPD Assessment Test (CAT) is a simple, rapid, patient-centered measure of COPD symptom burden and functional impact. Developed by Paul Jones and colleagues in 2009, this 8-item questionnaire captures how COPD affects cough, sputum, chest tightness, breathing difficulty, activity limitation, confidence, sleep, and

3 извора2009
psychometrics

CAT Cronbach's Alpha

Cronbach's alpha applied to computerized adaptive test (CAT) data estimates internal consistency reliability under the special condition that different examinees receive different subsets of items. Because the classic formula assumes every respondent answers the same items, its direct application to CAT data violates c

2 извора1984
psychometrics

CAT Test-Retest Reliability

Computerized adaptive test (CAT) test-retest reliability quantifies the consistency of ability estimates obtained when the same examinees complete a CAT on two separate occasions. Because adaptive algorithms tailor each examinee's item set individually, traditional reliability frameworks must be adapted to account for

2 извора1970
econometrics

Causality in Variance Test

The causality-in-variance test detects whether shocks to one variable cause changes in the conditional variance (volatility) of another variable, distinct from mean-level causality. Introduced by Cheung and Ng (1996), it identifies volatility spillovers and contagion effects—crucial for risk management and understandin

2 извора1996
econometrics

CCEMG Estimator

The Common Correlated Effects Mean Group estimator, introduced by Pesaran in 2006, is a heterogeneous panel-data estimator that controls for cross-sectional dependence by approximating unobserved common factors with the cross-section averages of the variables. It remains consistent when the slope coefficients differ ac

1 извор2006
statistics

CFA

Confirmatory factor analysis tests whether a researcher-specified factor structure fits the observed data. Formalised by Karl Jöreskog in 1969, it is the measurement-model step within structural equation modelling and is the standard tool for validating the factorial structure of scales and questionnaires before compar

2 извора1969
psychometrics

CFA — Scale Validation

Confirmatory factor analysis is a measurement modelling technique that tests whether a hypothesised factor structure — typically derived from theory or an earlier exploratory analysis — fits observed data from a new sample. Developed by Karl Jöreskog in 1969, it became the dominant tool for validating psychological sca

2 извора1969
econometrics

CGE Model

A Computable General Equilibrium model is a numerical equilibrium framework that represents the input-output relationships among all sectors, factors of production, households, and foreign trade in an economy through a Social Accounting Matrix (SAM). Grounded in Walrasian general equilibrium theory and formalised in th

3 извора2002
actuarial science

Chain-Ladder Reserving

Chain-Ladder Reserving is a stochastic actuarial method for estimating outstanding claim liabilities from a run-off triangle of cumulative paid losses. Formalized by Thomas Mack in 1993, it provides distribution-free estimates of reserve amounts along with their standard errors, making it a cornerstone of property-casu

1 извор1993
quantitative finance

Change of Numeraire

Change of numeraire is a mathematical technique for simplifying option pricing by changing the choice of discount factor (numeraire). By selecting a numeraire aligned with the payoff structure, complex problems become simple. The technique is essential for LIBOR market models and multi-currency derivatives.

2 извора1995
statistics

Change-Point Detection

Change-Point Detection identifies time points at which the statistical properties of a sequence — such as mean, variance, or distribution — shift abruptly. The Pruned Exact Linear Time (PELT) algorithm, introduced by Killick, Fearnhead, and Eckley (2012), solves the penalized segmentation problem exactly while achievin

1 извор2012
signal processing

Chebyshev Filter Design

The Chebyshev filter is a signal processing filter that achieves a sharper cutoff frequency response than Butterworth filters by allowing controlled ripple in the passband (Type I) or stopband (Type II). Developed by Wilhelm Cauer and based on Chebyshev polynomials, these filters are widely used when a steep transition

2 извора1958
statistics

Chi-square goodness-of-fit test

The chi-square test of independence is a nonparametric hypothesis test that determines whether two categorical variables are statistically associated or independent of one another. Introduced by Karl Pearson in 1900, it remains the standard procedure for analysing contingency tables and requires no assumption of normal

1 извор1900
statistics

Chi-Square Power Analysis

Chi-square power analysis is a prospective calculation that determines the minimum sample size required — or the statistical power achievable with a given sample — for chi-square independence tests or goodness-of-fit tests. It rests on Cohen's w effect size framework, codified by Jacob Cohen in his landmark 1988 work o

1 извор1988
statistics

Chi-square test

The chi-square test of independence is a nonparametric hypothesis test that examines whether two categorical variables are associated by comparing observed and expected frequencies in a cross-tabulation. It rests on the chi-square criterion introduced by Karl Pearson in 1900.

2 извораintroductory1900
econometrics

Chow Test

The Chow test, introduced by Gregory Chow in 1960, checks whether the coefficients of a linear regression are the same across two subsamples — that is, whether a structural break occurs at a known point such as a policy change, crisis, or regime shift. It compares the fit of a single pooled regression with the combined

1 извор1960
econometrics

CIPS Test

The CIPS test, introduced by Pesaran (2007), is a second-generation panel unit-root test designed for panels in which the cross-sectional units share unobserved common factors that induce cross-section dependence. By augmenting each individual ADF regression with cross-sectional averages and their lags, the CIPS test a

1 извор2007
nursing

Clinical Frailty Scale

The Clinical Frailty Scale (CFS), developed by Kenneth Rockwood and colleagues in 2005, is a brief, validated tool for assessing frailty in older adults. Frailty—a syndrome of diminished physiologic reserve, increased vulnerability, and reduced functional ability—is recognized as a distinct clinical state that predicts

2 извора2005
statistics

Cluster Analysis

Cluster analysis is a family of unsupervised multivariate techniques that partition a set of objects or observations into internally homogeneous, mutually distinct groups — clusters — based on measured characteristics, without any prior knowledge of group membership. It is widely used in market segmentation, bioinforma

2 извора1939
experimental design

Cluster Randomized A/B Test

A cluster randomized A/B test is an experimental design in which intact groups (clusters) — such as cities, schools, social network communities, or app user segments — are randomly assigned as whole units to either the treatment (A) or control (B) condition, rather than randomizing individual users or subjects. This ap

2 извора2010
experimental design

Cluster Randomized Multiple Baseline Design

The cluster randomized multiple baseline design combines cluster-level random assignment with the logic of the multiple baseline design. Intact groups — such as classrooms, schools, or clinics — are randomly assigned to receive an intervention at staggered time points. This preserves the within-unit repeated-measure lo

2 извора1990
statistics

Cluster-Robust Standard Errors

Cluster-robust standard errors correct the variance of regression coefficients when observations are correlated within clusters such as schools, hospitals, or regions. The clustered sandwich estimator grew out of Liang & Zeger's (1986) generalized estimating equations and was synthesized for applied work by Cameron & M

2 извора1986
spatial analysis

Co-kriging

Co-kriging is a geostatistical interpolation technique that predicts the spatial distribution of a primary variable by leveraging its spatial cross-correlation with one or more secondary (co-) variables. It extends ordinary kriging to multivariate settings, yielding more accurate predictions when the secondary variable

2 извора1965
statistics

Cochran Q Test

Cochran's Q test is a nonparametric hypothesis test introduced by William G. Cochran in 1950 for comparing proportions across three or more related binary measurements. It extends McNemar's test to the multiple-condition case and is the method of choice when every participant is observed under each condition and the ou

1 извор1950
research methodology

Cochrane RoB 2.0

RoB 2 is the Cochrane Collaboration's updated methodology for assessing the risk of bias in randomized controlled trials (RCTs). Published in 2019, it replaced the original Cochrane RoB tool with a more structured, transparent approach using signalling questions and domain-based judgments to evaluate five critical sour

1 извор2019
software engineering

Code Coverage Analysis

Code coverage analysis measures the extent to which source code is executed by a test suite, quantifying which lines, branches, or paths are exercised. Tools instrument code to track execution, reporting coverage percentages and identifying untested regions. Coverage analysis guides test creation, detects dead code, an

3 извора1988
statistics

Cohen's Kappa

Cohen's kappa (κ) is a statistical measure of inter-rater reliability for categorical classifications, introduced by Jacob Cohen in 1960. Unlike simple percent agreement, kappa corrects for the level of agreement that would be expected purely by chance, making it the standard metric when two raters independently assign

2 извора1960
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