Semivariance

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 $z(x_i+h)-z(x_i)$ , but the whole variance of z-values at given separation distance h (Bachmaier and Backes, 2008).

单词	Semivariance
释义	Semivariance 英语百科 Semivariance 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 $z(x_i+h)-z(x_i)$ , but the whole variance of z-values at given separation distance h (Bachmaier and Backes, 2008).
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