parametric statistics

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parametric statistics

n
(Statistics) (functioning as singular) the branch of statistics concerned with data measurable on interval or ratio scales, so that arithmetic operations are applicable to them, enabling parameters such as the mean of the distribution to be defined
References in periodicals archive ?
(2012) and this study could be due to their use of a parametric estimation model, while the approach in this study was non-parametric.
In statistics, classical parametric estimation methods rely on data assumptions (normality, independence, constant mean and scattering) that often are not met in practice.
Thielemans, "Study of direct and indirect parametric estimation methods of linear models in dynamic positron emission tomography," Medical Physics, vol.
The different parametric estimation algorithms were based on the knowledge of the bounds of the unmodelled dynamics.
The approach to correct for selectivity bias proposed by Heckman (1979) is a parametric estimation that assumes normality on the disturbance distribution.
We note that some implementation difficulties are presented in the formulation of the parametric estimation problem in spite of the presence of some redundant parameters in model (4).
Also, novel, parametric estimation procedures will be designed to estimate the parameters of new tempo-spatial stochastic volatility models based on a quasi-maximum-likelihood framework.The completion of this project will be a major breakthrough in statistics and will solidify Europes leadership in this field.
They mainly include the generalized correlation method [2], the statistical method [3], the parametric estimation method [4], the adaptive estimation method [5] [6], the combinational estimation method [7], and the [l.sub.p]-norm minimization-based estimation method [8].
Parametric estimation of income distributions and indicators of poverty and social exclusion.
Girardi and Ergun (2013) and Jiang (2012) discuss alternative parametric estimation approaches.
The Nelson and Siegel model (1987) provides a methodology of parametric estimation of a yield curve that adjusts to the market observations and concentrates in the evolution of the instantaneous forward rate.

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