Semivariance — In spatial statistics, the empirical semivariance is described by:hatgamma(h)=frac{1}{2}cdotfrac{1}{n(h)}sum {i=1}^{n(h)}(z(x i+h) z(x i))^2where z is a datum at a particular location, h is the distance between ordered data, and n ( h ) is the… … Wikipedia
semivariance — noun A measure of the dispersion of those values that fall below the mean or target value of a data set See Also: semivariogram, variance … Wiktionary
Post-modern portfolio theory — [The earliest citation of the term Post Modern Portfolio Theory in the literature appears in 1993 in the article Post Modern Portfolio Theory Comes of Age by Brian M. Rom and Kathleen W. Ferguson, published in The Journal of Investing, Winter,… … 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
Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… … Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia
Sortino ratio — The Sortino ratio measures the risk adjusted return of an investment asset, portfolio or strategy. It is a modification of the Sharpe ratio but penalizes only those returns falling below a user specified target, or required rate of return, while… … Wikipedia
Variogram — In spatial statistics the theoretical variogram 2γ(x,y) is a function describing the degree of spatial dependence of a spatial random field or stochastic process Z(x). It is defined as the variance of the difference between field values at two… … Wikipedia
List of mathematics articles (S) — NOTOC S S duality S matrix S plane S transform S unit S.O.S. Mathematics SA subgroup Saccheri quadrilateral Sacks spiral Sacred geometry Saddle node bifurcation Saddle point Saddle surface Sadleirian Professor of Pure Mathematics Safe prime Safe… … Wikipedia
semivariogram — noun A function of the spatial dependence of semivariance; a graph of this function See Also: variogram … Wiktionary
