variance model
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Constant Elasticity of Variance Model — In mathematical finance, the CEV or Constant Elasticity of Variance model is a stochastic volatility model, which attempts to capture stochastic volatility and the leverage effect. The model is widely used by practitioners in the financial… … Wikipedia
Model selection — is the task of selecting a statistical model from a set of candidate models, given data. In the simplest cases, a pre existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is … Wikipedia
Variance swap — A variance swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the magnitude of movement, i.e. volatility, of some underlying product, like an exchange rate, interest rate, or stock… … Wikipedia
Variance-gamma distribution — Probability distribution name =variance gamma distribution type =density pdf cdf parameters =mu location (real) alpha (real) eta asymmetry parameter (real) lambda > 0 gamma = sqrt{alpha^2 eta^2} > 0 support =x in ( infty; +infty)! pdf… … Wikipedia
Variance Inflation Factor — A measure of the amount of multicollinearity in a set of multiple regression variables. The presence of multicollinearity within the set of independent variables can cause a number of problems in the understanding the significance of individual… … Investment dictionary
Mixed-design analysis of variance — In statistics, a mixed design analysis of variance model (also known as a split plot ANOVA) is used to test for differences between two or more independent groups whilst subjecting participants to repeated measures. Thus, in a mixed design ANOVA… … Wikipedia
Analysis of variance — In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… … Wikipedia
Multivariate analysis of variance — (MANOVA) is a generalized form of univariate analysis of variance (ANOVA). It is used when there are two or more dependent variables. It helps to answer : 1. do changes in the independent variable(s) have significant effects on the dependent … Wikipedia
Generalized linear model — In statistics, the generalized linear model (GLM) is a flexible generalization of ordinary least squares regression. It relates the random distribution of the measured variable of the experiment (the distribution function ) to the systematic (non … Wikipedia
Cosmic variance — For the weblog, see Cosmic Variance (blog). Physical cosmology Universe … Wikipedia
Mixture model — See also: Mixture distribution In statistics, a mixture model is a probabilistic model for representing the presence of sub populations within an overall population, without requiring that an observed data set should identify the sub population… … Wikipedia
