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Variance
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#	Item
931	New Subsampling Algorithms for Fast Least Squares Regression Paramveer S. Dhillon1 Yichao Lu2 Dean Foster2 Lyle Ungar1 1 Add to Reading List Source URL: www.pdhillon.com Language: English - Date: 2013-10-17 13:01:12 Parametric statistics Probability theory Multivariate statistics Randomized algorithm Ordinary least squares Linear regression Multivariate random variable Variance Algorithm Statistics Estimation theory Regression analysis
932	Microsoft PowerPoint - Mgmt 237H_8.pptx Add to Reading List Source URL: www.jasonhsu.org Language: English - Date: 2012-06-04 01:40:45 Finance Robert D. Arnott Capital asset pricing model Beta Variance Value at risk Volatility Mathematical finance Financial economics Statistics
933	Modelling Changes in the Unconditional Variance of Long Stock Return Series Cristina Amado∗ University of Minho and NIPE Campus de Gualtar, Braga, Portugal Add to Reading List Source URL: creates.au.dk Language: English - Date: 2012-02-14 01:27:27 Autoregressive conditional heteroskedasticity Maximum likelihood Estimator Entailment Likelihood function Estimation theory Statistics Logic
934	Data Anonymization that Leads to the Most Accurate Estimates of Statistical Characteristics Joshua Day University of Wisconsin at Whitewater, REU at University of Texas at El Paso Abstract Often, when statistics are take Add to Reading List Source URL: www.cs.utep.edu Language: English - Date: 2013-08-05 17:16:06 Correlation and dependence Statistical dependence Variance Algorithm Covariance Statistics Covariance and correlation Data analysis
935	Importance Sampling Estimates for Policies with Memory Christian R. Shelton MIT, AI Lab 545 Technology Square, NE43-741, Cambridge, MAUSA Abstract Add to Reading List Source URL: www.cs.ucr.edu Language: English - Date: 2003-05-27 20:51:52 Monte Carlo methods Computational statistics Importance sampling Variance reduction Pi Logarithm Hidden Markov model Reinforcement learning Markov models Mathematical analysis Mathematics
936	Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators Emmanuel J. Cand`es∗ Carlos A. Sing-Long Add to Reading List Source URL: statweb.stanford.edu Language: English - Date: 2012-10-19 00:38:38 Bias of an estimator Variance Estimator Singular value decomposition Mean squared error Maximum likelihood Singular value Statistics Estimation theory Algebra
937	ASYMMETRIES, BREAKS, AND LONG-RANGE DEPENDENCE: AN ESTIMATION FRAMEWORK FOR TIME SERIES OF DAILY REALIZED VOLATILITY ERIC HILLEBRAND AND MARCELO C. MEDEIROS A BSTRACT. We study the simultaneous occurrence of long memory Add to Reading List Source URL: creates.au.dk Language: English - Date: 2011-09-21 09:16:13 Statistics Autoregressive conditional heteroskedasticity Volatility Stochastic volatility Realized kernel Realized variance Mathematical finance Financial economics Finance
938	New Zip Code New Facsimile Add to Reading List Source URL: www.babysdream.com Language: English - Date: 2013-01-25 08:51:40 Management accounting Variance Budget Financial statement Working capital Inventory Tax Business Accountancy Finance
939	Crash Risk in Currency Returns Mikhail Chernov (UCLA), Jeremy Graveline (Minnesota), and Irina Zviadadze (SSE) FRIC @ Copenhagen Business School \| August 2014 Add to Reading List Source URL: files.conferencemanager.dk Language: English - Date: 2014-08-28 07:43:56 Skewness Variance Volatility Statistics Mathematical finance Kurtosis
940	doi:j.csda Add to Reading List Source URL: www.math.ntnu.no Language: English - Date: 2007-09-07 13:04:44 Data analysis Numerical linear algebra Smoothing spline Splines Normal distribution Cholesky decomposition Derivative Multivariate normal distribution Variance Statistics Mathematical analysis Regression analysis

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