- conditional estimate
- условная оценка
The English-Russian dictionary on reliability and quality control. 2015.
The English-Russian dictionary on reliability and quality control. 2015.
Conditional budgeting — is a budgeting approach designed for companies with fluctuating income, high fixed costs, or income depending on sunk costs, as well as NPOs and NGOs. The approach builds on the strengths of proven budgeting approaches, leverages the respective… … Wikipedia
Conditional Prepayment Rate - CPR — A loan prepayment rate that is equal to the proportion of the principal of a pool of loans that is assumed to be paid off prematurely in each period. The calculation of this estimate is based on a number of factors such as historical prepayment… … Investment dictionary
Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… … Wikipedia
Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Process — An econometric term developed in 1982 by Robert F. Engle, an economist and 2003 winner of the Nobel Memorial Prize for Economics to describe an approach to estimate volatility in financial markets. There are several forms of GARCH modeling. The… … Investment dictionary
Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) — A statistical model used by financial institutions to estimate the volatility of stock returns. This information is used by banks to help determine what stocks will potentially provide higher returns, as well as to forecast the returns of current … Investment dictionary
Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… … Wikipedia
Likelihood function — In statistics, a likelihood function (often simply the likelihood) is a function of the parameters of a statistical model, defined as follows: the likelihood of a set of parameter values given some observed outcomes is equal to the probability of … Wikipedia
Variable-order Markov model — Variable order Markov (VOM) models are an important class of models that extend the well known Markov chain models. In contrast to the Markov chain models, where each random variable in a sequence with a Markov property depends on a fixed number… … Wikipedia
Empirical Bayes method — In statistics, empirical Bayes methods are a class of methods which use empirical data to evaluate / approximate the conditional probability distributions that arise from Bayes theorem. These methods allow one to estimate quantities… … Wikipedia
Instrumental variable — In statistics, econometrics, and related disciplines, the method of instrumental variables (IV) is used to estimate causal relationships when controlled experiments are not feasible. Statistically, IV methods allow consistent estimation when the… … Wikipedia
Bayesian linear regression — In statistics, Bayesian linear regression is a Bayesian alternative to the more well known ordinary least squares linear regression.Consider standard linear regression problem, where we specify the conditional density of y, given x, predictor… … Wikipedia