In this paper, a local 𝑀-estimation for the conditional variance function in heteroscedastic regression models under stationary α-mixing dependent samples is developed. The local 𝑀-estimator is ...

For binomial and Poisson distributions, the scale parameter has a value of 1. The variance of Y is for the binomial distribution and for the Poisson distribution. Overdispersion occurs when the ...

The covariance between counting process martingales is used to characterize the dependence between two failure time variates. A representation of the bivariate survivor function is obtained in terms ...

This article was originally published on Built In by Eric Kleppen. Variance is a powerful statistic used in data analysis and machine learning. It is one of the four main measures of variability along ...