Keywords

#conditional_variance

Conditional variance

Variance of a random variable given value of other variables

In probability theory and statistics, a conditional variance is the variance of a random variable given the value(s) of one or more other variables. Particularly in econometrics, the conditional variance is also known as the scedastic function or skedastic function. Conditional variances are important parts of autoregressive conditional heteroskedasticity (ARCH) models.

Tue 4th

Provided by Wikipedia

Learn More

This keyword could refer to multiple things. Here are some suggestions:

Conditional variance Law of total variance Conditional variance swap Autoregressive conditional heteroskedasticity Conditional probability distribution Conditional expectation Homoscedasticity and heteroscedasticity Variance Covariance matrix Multivariate normal distribution
0 searches
This keyword has never been searched before
This keyword has never been searched for with any other keyword.