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 ...
In most books on time series analysis, estimators of the variance and autocovariance for a stationary process are discussed under the assumption that the process mean is known. Here we illustrate that ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 61, No. 1, Sample Surveys (Apr., 1999), pp. 187-201 (15 pages) The balanced half sample (BHS) method is a popular method for ...