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Longer titles found: Conditional variance swap (view)

searching for Conditional variance 12 found (41 total)

Law of total variance (1,741 words) [view diff] exact match in snippet view article find links to article

identity is also known as the variance decomposition formula, the conditional variance formula, the law of iterated variances, or colloquially as Eve’s

Bart Kosko (1,052 words) [view diff] exact match in snippet view article find links to article

systems, ratio measures of fuzziness, the shape of fuzzy sets, the conditional variance of fuzzy systems, and the geometric view of (finite) fuzzy sets as

Linear belief function (3,955 words) [view diff] exact match in snippet view article find links to article

determined to be b. Thus, the conditional mean of Y is b and the conditional variance is 0. Also, the regression coefficient matrix is A. Note that the

Homoscedasticity and heteroscedasticity (3,197 words) [view diff] exact match in snippet view article find links to article

used as a Resampling method that respects the differences in the conditional variance of the error term. An alternative is resampling observations instead

Generalized least squares (2,846 words) [view diff] exact match in snippet view article find links to article

a linear function of X {\displaystyle \mathbf {X} } and that the conditional variance of the error term given X {\displaystyle \mathbf {X} } is a known

Multivariate normal distribution (9,594 words) [view diff] exact match in snippet view article find links to article

{\displaystyle \operatorname {E} (X_{1}\mid X_{2}=x_{2})=\rho x_{2}} and the conditional variance is var ⁡ ( X 1 ∣ X 2 = x 2 ) = 1 − ρ 2 ; {\displaystyle \operatorname

Philip Hans Franses (1,381 words) [view diff] exact match in snippet view article find links to article

attention to modelling and forecasting the conditional mean and the conditional variance of such series – or, in other words, the return and risk of financial

Computerized adaptive testing (3,676 words) [view diff] exact match in snippet view article find links to article

function of the discrimination parameter of the item, as well as the conditional variance and pseudo-guessing parameter (if used).[citation needed] After an

Francis Galton (8,881 words) [view diff] exact match in snippet view article find links to article

stability by chance, but rather that the regression coefficient, conditional variance, and population were interdependent quantities related by a simple

Generalized functional linear model (2,869 words) [view diff] exact match in snippet view article find links to article

where instead of the distribution of the response one specifies the conditional variance function, V a r ( Y ∣ X ) = σ 2 ( μ ) {\displaystyle {\rm {{Var}(Y\mid

Variance function (4,513 words) [view diff] exact match in snippet view article find links to article

The smoothed conditional variance against the smoothed conditional mean. The quadratic shape is indicative of the Gamma Distribution. The variance function

Siddhartha Chib (2,192 words) [view diff] exact match in snippet view article find links to article

jeconom.2009.11.002. Chib, Siddhartha; Greenberg, Edward (2013). "On conditional variance estimation in nonparametric regression" (PDF). Statistics and Computing