The maximum spacing estimation (MSE or MSP) is one of those not-so-known statistic tools that are good to have in your toolbox if you ever bump into a misbehaving ML estimation. Finding something about it is a bit tricky, because if you look for something on MSE, you will find "Mean Squared Error" as one of the … Continue reading Looking into Maximum Spacing Estimation (MSP) & ML.
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And here we go with the copula package in (the sandbox of) statsmodels! You can look at the code first here. I am in love with this package. I was in love with statsmodels already, but this tiny little copula package has everything one can hope for! First Impressions First I was not sure about … Continue reading Trying out Copula packages in Python – II
You may ask, why copulas? We do not mean this copulas. We mean the mathematical concept. Simply put, copulas are joint distribution functions with uniform marginals. The kicker, is that they allow you to study dependencies separately from marginals. Sometimes you have more information on the marginals than on the joint function of a dataset, … Continue reading Trying out Copula packages in Python – I
Ever wanted to extract some statistics from your data, but don't really feel like fiddling with importing, formatting and such in your go-to scripts? or worse: you inherited the scripts from that colleague who just departed to French Guyana for a sailing adventure in his home-made boat. If the previous situation portrays your day-to-day more … Continue reading Tutorial Series: Basic Statistics with Sympathy – Intro