- Newey-West standard error
- средняя квадратическая ошибка в форме Невье-Веста, состоятельная средняя квадратическая ошибка с учётом гетероскедастичности и автокорреляции
English-Russian electronics dictionary .
Newey-West standard error
Смотреть что такое "Newey-West standard error" в других словарях:
Newey–West estimator — A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression type model when this model is applied in situations where the standard assumptions of regression… … Wikipedia
Autocorrelation — is a mathematical tool for finding repeating patterns, such as the presence of a periodic signal which has been buried under noise, or identifying the missing fundamental frequency in a signal implied by its harmonic frequencies. It is used… … Wikipedia
John Ruskin — This article is about the art critic, John Ruskin. For the painting of John Ruskin by Millais, see John Ruskin (painting). John Ruskin Coloured engraving of Ruskin Born 8 February 1819( … Wikipedia
