Everything about Variance function
Smooth function in statistics
In statistics, the variance function is a smooth function that depicts the variance of a random quantity as a function of its mean. The variance function is a measure of heteroscedasticity and plays a large role in many settings of statistical modelling. It is a main ingredient in the generalized linear model framework and a tool used in non-parametric regression, semiparametric regression and functional data analysis. In parametric modeling, variance functions take on a parametric form and explicitly describe the relationship between the variance and the mean of a random quantity. In a non-parametric setting, the variance function is assumed to be a smooth function. Wikipedia →
đź§ Start here: a 6-step reading path
- Read the overview: Variance functionA 5-minute orientation
- Skim a recent paper: Variance reduction function for a potential inclined slip line in a spatially variable soilInfluential work since 2022
- Pick up a classic book: Cramer-von Mises variance estimators for simulationsThe most-reprinted book on the subject
- Read the landmark paper: Predicting the effects of coding non-synonymous variants on protein function using the SIFT algorithmCited 5,902 times
- Go sideways: Cramér–Rao boundA closely related topic
- Go sideways: Generalized functional linear modelA closely related topic
đź“– Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
Predicting the effects of coding non-synonymous variants on protein function using the SIFT algorithm
Variance Function Estimation
Population dynamics: Variance and the sigmoid activation function
Local Polynomial Variance-Function Estimation
Bias and Variance Approximation in Value Function Estimates
9. Variance Function Regressions for Studying Inequality
The variance of correlation function estimates
Adaptive variance function estimation in heteroscedastic nonparametric regression
🆕 Influential since 2022
Variance reduction function for a potential inclined slip line in a spatially variable soil
Logarithmic Variance for the Height Function of Square-Ice
ON THE CUMULATIVE DISTRIBUTION FUNCTION OF THE VARIANCE-GAMMA DISTRIBUTION
Cosmic variance and the inhomogeneous UV luminosity function of galaxies during reionization
Change point analysis of functional variance function with stationary error
📚 Books worth reading
Cramer-von Mises variance estimators for simulationsDavid Goldsman · 1993- 📕Analysis of variance for functional dataJin-Ting Zhang · 2014
- 📕Liquidity constraints in production based asset pricing modelsWilliam A. Brock · 1989
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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