variationThe total dispersion (sum of variances) and the generalized variance (determinant of the covariance matrix) do not meet certain essential requirements as measures of variability in the multivariate normal distribution. Therefore an alternative measure which is a generalization of the total ...
In mathematics, the total variation of a real-valued function ƒ, defined on an interval [a, b] ⊂ R is a measure of the one-dimensional arclength of the curve with parametric equation x → ƒ(x), for x ∈ [a,b]. The total variation is a norm defined on the space of ...
An Analysis of Variance for Categorical Data A measure of variation for categorical data is discussed. We develop an analysis of variance for a one-way table, where the response variable is categorica... RJ Light,BH Margolin - 《Publications of the American Statistical Association》 被引量: ...
The higher the TSS, the more variation in the dependent variable. The TSS is a useful measure for comparing models: the model with the lower TSS is the better model, because it is able to explain more of the variation in the dependent variable. The TSS is also a useful measure for dete...
Total variation (TV) is a widely used technique in many signal and image processing applications. One of the famous TV based algorithms is TV denoising that performs well with piecewise constant images. The same prior has been used also in the context of compressed sensing for recovering a sign...
Equivalent definitions of BV space and of total variation on metric measure spaces In this paper we introduce a new definition of BV based on measure upper gradients and prove the equivalence of this definition, and the coincidence of the... L Ambrosio,SD Marino - 《Journal of Functional Analy...
We conclude that neither the traditional measure of risk (beta) nor the alternative risk measures (variance or residual standard deviation) can explain the cross-sectional variation in returns; only size seems to matter. When January returns are eliminated, even the size variable loses its ...
Insurance companies measure and manage capital across a broad range of diverse business products. Thus there is a need for the aggregation of the losses fr... A Tang,EA Valdez - 《Ssrn Electronic Journal》 被引量: 65发表: 2009年 Copula Density Estimation by Total Variation Penalized Likelihood...
Based on the panel data of 5 sub-sectors of high-tech industries in China from 2001 to 2007,a 3 input and 3 output model by Malmquist index is developed to measure the total factor productivity (TFP) growth of high-tech industries. The results show that there are notable difference on 5...
The weights of the indices were determined by variation coefficient method,and the level was identified by using confidence rule according to the attribute measure values of single index and multiple indices. 应用变异系数法确定评价指标的权重,根据单指标的属性测度值与多指标的综合属性测度值,利用置信度...