minimum variance
Смотреть что такое "minimum variance" в других словарях:
Minimum-variance unbiased estimator — In statistics a uniformly minimum variance unbiased estimator or minimum variance unbiased estimator (UMVUE or MVUE) is an unbiased estimator that has lower variance than any other unbiased estimator for all possible values of the parameter. The… … Wikipedia
Minimum-variance frontier — Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. The New York Times Financial Glossary … Financial and business terms
Minimum-variance portfolio — The portfolio of risky assets with lowest variance. The New York Times Financial Glossary … Financial and business terms
minimum-variance frontier — Graph of the lowest possible portfolio variance that is attainable for a given portfolio expected return. Bloomberg Financial Dictionary … Financial and business terms
minimum-variance portfolio — The portfolio of risky assets with lowest variance. Bloomberg Financial Dictionary … Financial and business terms
Minimum mean square error — In statistics and signal processing, a minimum mean square error (MMSE) estimator describes the approach which minimizes the mean square error (MSE), which is a common measure of estimator quality. The term MMSE specifically refers to estimation… … Wikipedia
Minimum message length — (MML) is a formal information theory restatement of Occam s Razor: even when models are not equal in goodness of fit accuracy to the observed data, the one generating the shortest overall message is more likely to be correct (where the message… … Wikipedia
Minimum distance estimation — (MDE) is a statistical method for fitting a mathematical model to data, usually the empirical distribution. Contents 1 Definition 2 Statistics used in estimation 2.1 Chi square criterion … Wikipedia
Minimum description length — The minimum description length (MDL) principle is a formalization of Occam s Razor in which the best hypothesis for a given set of data is the one that leads to the best compression of the data. MDL was introduced by Jorma Rissanen in 1978. It is … Wikipedia
Variance — In probability theory and statistics, the variance of a random variable, probability distribution, or sample is one measure of statistical dispersion, averaging the squared distance of its possible values from the expected value (mean). Whereas… … Wikipedia
Minimum spanning tree — The minimum spanning tree of a planar graph. Each edge is labeled with its weight, which here is roughly proportional to its length. Given a connected, undirected graph, a spanning tree of that graph is a subgraph that is a tree and connects all… … Wikipedia
