parametric value-at-risk
1Stein's unbiased risk estimate — In statistics, Stein s unbiased risk estimate (SURE) is an unbiased estimator of the mean squared error of a given estimator, in a deterministic estimation scenario. In other words, it provides an indication of the accuracy of a given estimator.… …
2Modern portfolio theory — Portfolio analysis redirects here. For theorems about the mean variance efficient frontier, see Mutual fund separation theorem. For non mean variance portfolio analysis, see Marginal conditional stochastic dominance. Modern portfolio theory (MPT) …
3Mathematical finance — is a field of applied mathematics, concerned with financial markets. The subject has a close relationship with the discipline of financial economics, which is concerned with much of the underlying theory. Generally, mathematical finance will… …
4Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… …
5statistics — /steuh tis tiks/, n. 1. (used with a sing. v.) the science that deals with the collection, classification, analysis, and interpretation of numerical facts or data, and that, by use of mathematical theories of probability, imposes order and… …
6List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …
7Predictive analytics — encompasses a variety of techniques from statistics and data mining that analyze current and historical data to make predictions about future events. Such predictions rarely take the form of absolute statements, and are more likely to be… …
8Mixture model — See also: Mixture distribution In statistics, a mixture model is a probabilistic model for representing the presence of sub populations within an overall population, without requiring that an observed data set should identify the sub population… …
9Effect size — In statistics, an effect size is a measure of the strength of the relationship between two variables in a statistical population, or a sample based estimate of that quantity. An effect size calculated from data is a descriptive statistic that… …
10Миллс, Роджер — В Википедии есть статьи о других людях с такой фамилией, см. Миллс. Роджер Миллс Дата рождения: 13 февраля 1951(1951 02 13) (61 год) Место рождения …
