Statistics — Page 2
Explore statistical methods, their assumptions, interpretation and limitations.
Research field
Method family
Amino Acid Racemization
Amino acid racemization (AAR) dating estimates the age of biogenic materials such as mollusc shell, ostrich eggshell, bone, and teeth from the slow chemical conversion of amino acids from one mirror-image form to the other after an organism...
Anderson-Darling Test
The Anderson-Darling test is an empirical distribution function (EDF) goodness-of-fit test, introduced by Anderson and Darling in 1952, that checks whether a continuous sample comes from a specified distribution such as the normal, exponent...
Anderson-Hsiao IV
The Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore Anderson and Cheng Hsiao in 1981, it resolves the Nickell bias t...
Approximate Bayesian Computation with Measurement Error
Approximate Bayesian Computation with measurement error (ABC-ME) extends the standard ABC likelihood-free framework to settings where observed data are themselves noisy or imprecisely recorded. By explicitly incorporating a measurement-erro...
Approximate Bayesian Computation with Missing Data
Approximate Bayesian Computation with missing data extends the likelihood-free ABC framework to settings where observations are incomplete or partially recorded. By simulating data under a posited model and accepting parameter draws whose s...
Arellano-Bond GMM estimator
The Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yie...
Argon-Argon Dating
Argon-argon (40Ar/39Ar) dating is the modern, high-precision successor to conventional potassium-argon dating, in which the parent potassium is measured indirectly by converting it to a measurable argon isotope inside a nuclear reactor. A p...
Attitude-Behavior-Context Model (ABC)
The attitude-behavior-context (ABC) framework explains environmentally significant behavior as the joint product of internal attitudes and external contextual conditions, and crucially as their interaction rather than their sum. Gregory Gua...
Attraction Market-Share Model
The attraction market-share model expresses each brand's market share as its own 'attraction' divided by the total attraction of all brands competing in the market, guaranteeing shares that are non-negative and sum to one by construction. I...
Augmented Dickey-Fuller Test
The Augmented Dickey-Fuller (ADF) test is the most widely used test for a unit root — that is, for whether a time series is non-stationary and must be differenced before modelling. Introduced by David Dickey and Wayne Fuller in 1979 and ext...
Augmented Dickey-Fuller unit root test
The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged...
Augmented Mean Group Estimator
The Augmented Mean Group estimator, developed by Eberhardt and Teal (2010), is a panel data method for estimating heterogeneous slope coefficients in the presence of cross-sectional dependence. It approximates the unobserved common dynamic...
Automatic Differentiation Variational Inference
Automatic Differentiation Variational Inference (ADVI) is a black-box algorithm for approximate Bayesian posterior inference, introduced by Kucukelbir, Tran, Ranganath, Gelman, and Blei (2017, JMLR). Given any probabilistic model whose log-...
Autoregressive model
An autoregressive model of order p — AR(p) — expresses the current value of a time series as a linear function of its own p most recent past values plus a white-noise error. It is the building block of the Box-Jenkins family of time-series...
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 recommen...
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...
BG/NBD Model
The BG/NBD (Beta-Geometric/Negative Binomial Distribution) model is a probabilistic buy-till-you-die model that predicts how many times a customer will transact in the future and whether that customer is still active, using only their past...
Bai-Perron Test
The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression mode...
Barnard's Exact Test
Barnard's exact test is an unconditional exact hypothesis test for comparing two independent proportions in a 2×2 contingency table, proposed by George A. Barnard in 1945. Unlike Fisher's exact test, it does not condition on both margins be...
Bartlett's Test
Bartlett's Test is a classical parametric procedure for testing whether two or more independent groups share a common population variance. Introduced by Maurice Stevenson Bartlett in 1937, it formalises the null hypothesis that all group va...
Bass Diffusion Model
The Bass diffusion model is a parsimonious mathematical model of how a new product or technology spreads through a market over time, introduced by Frank Bass in 1969. It represents adoption as the combined effect of two forces—external infl...
Bates Model
The Bates model (1996) combines stochastic volatility and jump diffusion to capture both the volatility smile and the implied volatility skew observed in equity and currency option markets. It extends the Heston model by adding a Poisson ju...
Bayes Factor Test
The Bayes factor test, formalised by Harold Jeffreys in 1961, is a Bayesian method for comparing two competing hypotheses. Rather than returning a binary reject/retain verdict, it produces a continuous ratio BF₁₀ that quantifies how much mo...
Bayesian ADF unit root test
The Bayesian Augmented Dickey-Fuller (BADF) unit root test re-frames the classical ADF test within a Bayesian framework. Rather than computing a frequentist p-value, it quantifies evidence for or against a unit root by comparing posterior p...