The Slutzky-Yule effect and the risks of smoothing data
Illustrating the consequences of linear filters on random time series.
Dec 11, 2020
4 min read
Using permutation tests with a simple dataset
Looking at permutation tests, a useful non-parametric tool.
Oct 24, 2020
8 min read
Density estimation with kernels
A common problem within statistics is estimating a density function underlying data. A popular non-parametric method is kernel density estimation.
Sep 6, 2020
5 min read
Robust estimators are important to consider when accounting for outliers and problematic information in the tails.
May 13, 2020
6 min read