3.4.3. statsmodels.emplike.descriptive¶
Empirical likelihood inference on descriptive statistics
This module conducts hypothesis tests and constructs confidence intervals for the mean, variance, skewness, kurtosis and correlation.
If matplotlib is installed, this module can also generate multivariate confidence region plots as well as mean-variance contour plots.
See _OptFuncts docstring for technical details and optimization variable definitions.
3.4.3.1. General References:¶
Owen, A. (2001). “Empirical Likelihood.” Chapman and Hall
3.4.3.2. Functions¶
DescStat(endog) |
Returns an instance to conduct inference on descriptive statistics via empirical likelihood. |
3.4.3.3. Classes¶
DescStatMV(endog) |
A class for conducting inference on multivariate means and correlation. |
DescStatUV(endog) |
A class to compute confidence intervals and hypothesis tests involving mean, variance, kurtosis and skewness of a univariate random variable. |