|
:''For the measure of downside risk, see Variance#Semivariance In spatial statistics, the empirical semivariance is described by : where ''z'' is a datum at a particular location, ''h'' is the distance between ordered data, and ''n''(''h'') is the number of paired data at a distance of ''h''. The semivariance is half the variance of the increments , but the whole variance of z-values at given separation distance ''h'' (Bachmaier and Backes, 2008). A plot of semivariances versus distances between ordered data in a graph is known as a semivariogram rather than a variogram. Many authors call a variogram, others use the terms variogram and semivariogram synonymously. However, Bachmaier and Backes (2008), who discussed this confusion, have shown that should be called a variogram, terms like semivariogram or semivariance should be avoided. ==See also== * Variance * Geostatistics * Kriging 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Semivariance」の詳細全文を読む スポンサード リンク
|