Statistics — Page 12
Explore statistical methods, their assumptions, interpretation and limitations.
Research field
Method family
Confirmatory factor analysis
Confirmatory factor analysis tests a researcher-specified factor structure against observed data. Unlike exploratory approaches, the researcher decides in advance which indicators load on which latent factor, and the model is evaluated by h...
Conflict Diffusion Analysis
Conflict diffusion analysis studies how conflict spreads from one place to another — across borders, between neighboring regions, over time. It addresses a sharp inferential challenge posed by Buhaug and Gleditsch (2008): conflicts cluster...
Conflict Recurrence Analysis
Conflict recurrence analysis studies why and when conflicts that have ended return, treating renewed war as a time-to-event outcome. Most civil wars in recent decades have occurred in countries with a prior war, making recurrence a central...
Conformal Prediction (Time Series)
Conformal prediction is a distribution-free wrapper that turns any point forecaster — ARIMA, a neural network, or a machine-learning model — into valid prediction intervals using only its residuals. The time-series form was popularised by X...
Conjugate Prior Analysis
Conjugate prior analysis is a class of Bayesian inference methods in which the prior distribution and the likelihood belong to a matched family — called a conjugate pair — so that the posterior distribution has exactly the same functional f...
Conover-Iman Test
The Conover-Iman test is a rank-based post-hoc procedure, introduced by Conover and Iman in 1979, that identifies which pairs of groups differ after a significant Kruskal-Wallis or Friedman test. It builds a t-style statistic on the pooled...
Consideration-Set Model
Consideration-set models formalize the empirical fact that consumers do not evaluate every available brand but choose from a small subset they actively consider. Choice is decomposed into two stages: first a brand is screened into the consi...
Contrast Analysis
Planned contrast analysis is a parametric hypothesis-testing method that evaluates specific, theoretically motivated comparisons among group means — comparisons that the researcher specifies before data collection, not in response to observ...
Copula CDO Model
The copula CDO model (Li 2000) uses Gaussian copulas to price collateralized debt obligations (CDOs) by modeling joint default probabilities across a portfolio of bonds. The model became the industry standard for CDO pricing but was heavily...
Copula Models
Copula models are a family of functions that describe the dependence structure between variables separately from their individual (marginal) distributions. The foundation is Sklar's theorem (1959), which shows that any multivariate distribu...
Correlation Power Analysis
Correlation power analysis is a pre-study calculation that determines how many participants are needed — or how much statistical power an existing sample provides — for a Pearson correlation test. Formalised by Jacob Cohen in his landmark 1...
Correspondence Analysis
Correspondence Analysis (CA) is an exploratory multivariate technique for visualizing the association structure of a two-way contingency table. Developed systematically by Jean-Paul Benzécri in France during the 1960s–1970s and brought to a...
Cox Regression
Cox proportional hazards regression, introduced by D. R. Cox in 1972, is a semi-parametric model that estimates how one or more covariates affect the hazard — the instantaneous rate of experiencing an event — while leaving the baseline haza...
Cramer's V
Cramer's V is a nonparametric effect-size statistic that measures the strength of association between two categorical variables on a scale from 0 to 1. Introduced by the Swedish mathematician Harald Cramér in his 1946 work Mathematical Meth...
Credibility Theory
Credibility Theory is an actuarial framework for estimating the pure premium of an individual risk by blending its own observed loss experience with the collective (portfolio) mean. Introduced by Hans Bühlmann in 1967, the method derives th...
Credit Risk Models
Credit risk models estimate the probability that a borrower defaults and the resulting distribution of credit losses. The structural approach was introduced by Robert C. Merton in 1974, treating a firm's equity as a call option on its asset...
Credit Scoring
Credit scoring is a statistical technique that estimates the probability that a borrower will default on a financial obligation. Using Weight of Evidence (WoE) binning, Information Value (IV) variable selection, and logistic regression, it...
Credit Valuation Adjustment
Credit Valuation Adjustment (CVA) is the market price of counterparty credit risk embedded in over-the-counter (OTC) derivatives. CVA measures the loss from counterparty default, accounting for both the probability of default and the exposu...
Criminal Trajectory Clustering
Criminal trajectory clustering is the broad family of methods that group individuals by the shape of their longitudinal offending curves. Rather than committing to a single statistical model, it spans algorithmic approaches — k-means for lo...
Cronbach's Alpha
Cronbach's alpha is a coefficient of internal consistency that quantifies the degree to which a set of items on a scale measures the same underlying construct. Introduced by Lee J. Cronbach in 1951, it remains the most widely reported relia...
Cross-Classified Multilevel Models in Education
Cross-classified multilevel models extend hierarchical linear modeling to situations where units belong to two or more groupings that do not nest neatly inside one another. In education, students are often classified by both school and neig...
Cross-Quantilogram
The cross-quantilogram extends the cross-correlogram concept to quantile pairs of two time series, measuring dependence at different quantile levels. Introduced by Linton and Whang (2012), it captures how shocks at specific quantile levels...
Cross-tabulation analysis
Cross-tabulation analysis (contingency table analysis) is a foundational descriptive and inferential technique for examining the relationship between two or more categorical variables. It arranges observed frequencies into a table of rows a...
Croston's Method
Croston's method, introduced by J. D. Croston in 1972, is a time-series forecasting technique built for intermittent demand series in which periods of zero demand are frequent. Instead of forecasting the raw series, it models the size of de...