Search Results - subject:"(sample) variance"

On Bessel's correction: Unbiased sample variance, the "bariance," and a novel runtime-optimized estimator

Reichel, Felix - 2025

Bessel's correction adjusts the denominator in the sample variance formula from n to n - 1 to produce an unbiased …

Persistent link: https://www.econbiz.de/10015407463

On Bessel's correction : unbiased sample variance, the "bariance," and a novel runtime-optimized estimator

Reichel, Felix - 2025

Bessel's correction adjusts the denominator in the sample variance formula from n to n − 1 to produce an unbiased …

Persistent link: https://www.econbiz.de/10015376726

On the use of the Helmert transformation, and its applications in panel data econometrics

Kolev, Gueorgui I.; Āzacis, Helmuts - In: Journal of econometric methods 12 (2023) 1, pp. 131-138

Persistent link: https://www.econbiz.de/10013554744

Sparsity and stability for minimum-variance portfolios

Husmann, Sven; Shivarova, Antoniya; Steinert, Rick - In: Risk Management 24 (2022) 3, pp. 214-235

The popularity of modern portfolio theory has decreased among practitioners because of its unfavorable out-of-sample performance. Estimation risk tends to affect the optimal weight calculation noticeably, especially when a large number of assets are considered. To overcome these issues, many...

Persistent link: https://www.econbiz.de/10015199557

Sparsity and stability for minimum-variance portfolios

Husmann, Sven; Shivarova, Antoniya; Steinert, Rick - In: Risk management : an international journal 24 (2022) 3, pp. 214-235

Persistent link: https://www.econbiz.de/10013387562

On the predictive ability of conditional market skewness

Serna, Gregorio - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 186-191

Persistent link: https://www.econbiz.de/10014461560

Bivariate FCLT for the sample quantile and measures of dispersion for augmented GARCH(p, q) processes

Bräutigam, Marcel; Kratz, Marie - 2019

Persistent link: https://www.econbiz.de/10012138444

How accurate is the accuracy ratio in credit risk model validation?

Burgt, Marco van der - In: The journal of risk model validation 14 (2020) 4, pp. 41-63

Persistent link: https://www.econbiz.de/10014336041

Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms

Chen, Heng; Fan, Yanqin - In: Journal of econometrics 212 (2019) 2, pp. 476-502

Persistent link: https://www.econbiz.de/10012304074

Asymptotic approximation for the probability density function of an arbitrary sequence of random variables

Joutard, Cyrille - In: Statistics & Probability Letters 90 (2014) C, pp. 100-107

results are analogous to those obtained by Chaganty and Sethuraman (1985). We apply our theorems to the sample variance and …

Persistent link: https://www.econbiz.de/10010776523