Sentence examples for unconditional variance from inspiring English sources

We select the nodes to match the paths of the mean shock and the unconditional variance over the life-cycle.

The ICSS algorithm is adopted to detect the multiple breaks in the unconditional variance of {a i,t } series.

In particular, the unconditional variance of the permanent component must increase linearly with age, with the slope given by the conditional variance of the permanent shock.

where {a i,t } is with zero mean and unconditional variance ( {sigma}_t^2 ), μ i denotes country i average return.

If both output signals are used for estimation the unconditional variance of the estimate of the first system does not depend, on the average, on the output from the second system.

In fact, it has been shown (see [18]) that the unconditional variance of importance weights can only increase over time, which leads to a common problem with particle filtering methods, i.e., the degeneracy phenomenon.

where: ( {xi}_t=left{{varepsilon}_{it}/sqrt{h_{it}}right} ) is the vector englobing the standardized residuals derived from the univariate GARCH model estimation, as a matrix of these standardized residuals' conditional variance-covariance, whereas Q t  = {q ij,t } represents the unconditional variance-covariance matrix, which are temporally invariant.

Therefore, we employed the negative binomial model for the LOS variable because the unconditional variances of this variable were larger than the unconditional means.

In this dependent setting, among subjects who experience the outcome (y=1), x and x* are both normally distributed with unconditional variances equal to 1, means μ and μ* respectively, and with correlation ρ.

The MQLS, an improvement on the quasi-likelihood score test WQLS[ 32], is a case control test for allelic association that conditions on the pedigree structure using unconditional corrected variance to account for the relatedness amongst individuals.

A first measure of the fraction of the unconditional output variance V Y) that is accounted for by the uncertainty in X i is the first-order sensitivity index for the factor X i defined as (Saisana et al., 2005): (16) S i = V i / V Eq. (16) is the first term in Eq. (13) and is known as interactions.