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ErrorPropagation

TestingSkew?: approximate standard error of skew is $\sqrt{\frac{6}{n}}$; normal distribution has 0 skew

TestingKurtotis?: approximate standard error of kurtosis is $\sqrt{\frac{24}{4}}$; normal distribution has kurtosis 3

ComputePseudoinverse: essentially singular value decomposition with some standard matrix manipulation

StatisticalCorrelation: measure of strength of linear correlation between two variables

PRCC: a measure of strength of monotonic relationship between ${x}_{j}$ and $y$ after the linear effects of other parameters ${x}_{i},i\ne j$ have been removed

Copula : useful for simulating dependent variables with given marginals or modeling dependence separate from marginal models.

Wald test : Asymptotic distribution of the Wald statistic, which is based on an estimate and its variance of a single parameter, allows one to test simple hypotheses regarding a single parameter in a parametric model. Prefer LRT.

Likelihood Ratio Test : A mechanism for testing nested hypotheses about parameters in a parametric model. Relies on asymptotic distribution of the LRT statistic.

Score test : Alternative to Wald test.

Hotelling's T^2 Statistic : generalization of Student's t.

Fieller's Theorem : for computing CI on ratios of means.

Generalized Additive Model : flexible models for parametrically or nonparametrically relating covariates to response via sums of functions of covariates.

Backfitting Algorithm : method to fit nonparametric generalized additive regression model

MDR : dimension reduction for discrete variables

Ordination: A method to take high dimensional objects and order them along axes, so most similar objects are closest to each other.

Canonical correlation : extension of correlation to relationships between two sets of variables

Factor Analysis (CFA)?: like PCA, but seeks factors with highest canonical correlation with the response

Multiple Factor Analysis (MFA) : factor analysis when the variables are grouped (also see Canonical correlation)

JamesSteinEstimator

BenjaminiHochbergFDR

LaplaceApproximation: approximation of an integral

FittingMarkovChain?: Lehmann, E. L. (1986)*Testing Statistical Hypotheses.* 2nd Ed. John Wiley and Sons, Hoboken, NJ, USA, section 10.2 claims that inference may be done conditional on the initial states if the goal is inference of transition probabilities only. I guess this makes sense. You still need the stationary distribution for computing likelihoods of test sequences.

Dantzig Selector

TestingSkew?: approximate standard error of skew is $\sqrt{\frac{6}{n}}$; normal distribution has 0 skew

TestingKurtotis?: approximate standard error of kurtosis is $\sqrt{\frac{24}{4}}$; normal distribution has kurtosis 3

ComputePseudoinverse: essentially singular value decomposition with some standard matrix manipulation

StatisticalCorrelation: measure of strength of linear correlation between two variables

PRCC: a measure of strength of monotonic relationship between ${x}_{j}$ and $y$ after the linear effects of other parameters ${x}_{i},i\ne j$ have been removed

Copula : useful for simulating dependent variables with given marginals or modeling dependence separate from marginal models.

Wald test : Asymptotic distribution of the Wald statistic, which is based on an estimate and its variance of a single parameter, allows one to test simple hypotheses regarding a single parameter in a parametric model. Prefer LRT.

Likelihood Ratio Test : A mechanism for testing nested hypotheses about parameters in a parametric model. Relies on asymptotic distribution of the LRT statistic.

Score test : Alternative to Wald test.

Hotelling's T^2 Statistic : generalization of Student's t.

Fieller's Theorem : for computing CI on ratios of means.

Generalized Additive Model : flexible models for parametrically or nonparametrically relating covariates to response via sums of functions of covariates.

Backfitting Algorithm : method to fit nonparametric generalized additive regression model

MDR : dimension reduction for discrete variables

Ordination: A method to take high dimensional objects and order them along axes, so most similar objects are closest to each other.

- Multidimensional scaling: A variety of Ordination methods to explore similarities among multidimensional observations. Also known as, principal coordinates analysis.
- CA : exploratory technique for two-way tables (associations of categorical variables)
- Multiple Correspondence Analysis (MCA) : CA for multi-way tables

Canonical correlation : extension of correlation to relationships between two sets of variables

Factor Analysis (CFA)?: like PCA, but seeks factors with highest canonical correlation with the response

Multiple Factor Analysis (MFA) : factor analysis when the variables are grouped (also see Canonical correlation)

JamesSteinEstimator

BenjaminiHochbergFDR

LaplaceApproximation: approximation of an integral

FittingMarkovChain?: Lehmann, E. L. (1986)

Dantzig Selector

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