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  2. Slutsky's theorem - Wikipedia

    en.wikipedia.org/wiki/Slutsky's_theorem

    This theorem follows from the fact that if X n converges in distribution to X and Y n converges in probability to a constant c, then the joint vector (X n, Y n) converges in distribution to (X, c) . Next we apply the continuous mapping theorem , recognizing the functions g ( x , y ) = x + y , g ( x , y ) = xy , and g ( x , y ) = x y −1 are ...

  3. Slutsky equation - Wikipedia

    en.wikipedia.org/wiki/Slutsky_equation

    There are two parts of the Slutsky equation, namely the substitution effect and income effect. In general, the substitution effect is negative. Slutsky derived this formula to explore a consumer's response as the price of a commodity changes. When the price increases, the budget set moves inward, which also causes the quantity demanded to decrease.

  4. List of theorems - Wikipedia

    en.wikipedia.org/wiki/List_of_theorems

    Śleszyński–Pringsheim theorem (continued fraction) Slutsky's theorem (probability theory) Smn theorem (recursion theory, computer science) Sobolev embedding theorem (mathematical analysis) Sokhatsky–Weierstrass theorem (complex analysis) Solèr's theorem (mathematical logic) Solutions of a general cubic equation

  5. Proofs involving ordinary least squares - Wikipedia

    en.wikipedia.org/wiki/Proofs_involving_ordinary...

    The normal equations can be derived directly from a matrix representation of the problem as follows. The objective is to minimize = ‖ ‖ = () = +.Here () = has the dimension 1x1 (the number of columns of ), so it is a scalar and equal to its own transpose, hence = and the quantity to minimize becomes

  6. List of statistics articles - Wikipedia

    en.wikipedia.org/wiki/List_of_statistics_articles

    Kolmogorov backward equation; Kolmogorov continuity theorem; ... Slutsky's theorem; ... Stein's example. Proof of Stein's example;

  7. Eugen Slutsky - Wikipedia

    en.wikipedia.org/wiki/Eugen_Slutsky

    Slutsky is principally known for work in deriving the relationships embodied in the Slutsky equation widely used in microeconomic consumer theory for separating the substitution effect and the income effect of a price change on the total quantity of a good demanded following a price change in that good, or in a related good that may have a cross-price effect on the original good quantity.

  8. Glivenko–Cantelli theorem - Wikipedia

    en.wikipedia.org/wiki/Glivenko–Cantelli_theorem

    The following theorem is central to statistical learning of binary classification tasks. Theorem (Vapnik and Chervonenkis, 1968) [8] Under certain consistency conditions, a universally measurable class of sets is a uniform Glivenko-Cantelli class if and only if it is a Vapnik–Chervonenkis class.

  9. Delta method - Wikipedia

    en.wikipedia.org/wiki/Delta_method

    Demonstration of this result is fairly straightforward under the assumption that () is differentiable near the neighborhood of and ′ is continuous at with ′ ().To begin, we use the mean value theorem (i.e.: the first order approximation of a Taylor series using Taylor's theorem):