Talk:Semivariance

message: Can you please tell my what the POV issue is? It will never be fixed if the tag is left unexplained; & if the issue is the controversy section, well, then its no longer POV....Bridesmill 16:25, 5 July 2006 (UTC)

message: I slapped a POV on, as 3 of the 4 source cited are not actually the articles they say they are, but ratehr unpublished criticisms. Forgive me if I'm wrong, but that is patently WP:OR, and either needs to be quickly fixed or removed. In addition, the way these cites are mis-attributed is dishonest to the max; curious, considering the user in question is slamming geostats and semivariance on the grounds of it being inherently dishonest....Bridesmill 00:12, 6 July 2006 (UTC)
thread_title: Sources

message: I just deleted this statement:
:: In mathematical statistics, sets of n measured values give df=n-1 degrees of freedom whereas
Quite aside from the fact that
:: df=n-1
should have been typeset as
:: df = n − 1
the statement itself is idiotic nonsense. Michael Hardy 21:38, 17 December 2006 (UTC)
thread_title:  deleted nonsense 

message: The header "The neutrality of this article is disputed..." appears to be resolved.  I don't see anything remaining in the article that appears non-neutral.  Not knowing anything previously about the topic, I'm not going to make the final judgement call to actually remove it...
A simple illustrative example with, say, 10 data points would help to make it a little more readily accessible to those of us who haven't looked at this previously.
Is there a reason that "Semideviation" doesn't link here.  Is Semideviation the square root of semivariance?
Is this the same concept that Markowitz explored originally in his 1950s work on capital asset pricing models?  I have heard he originally focused on semi-deviation to capture risk, but eventually settled on standard deviation in his now famous CAPM work.  I got here because I was curious about this, but I'm not sure whether this is the same concept.
At the top is says "the empirical semivariance is...".  Does this imply that a non-empirical definition exists, for example, given a continuous distribution P(x) is there a notion of the semivariance of this analytic distribution?  If so, the dof controversy would be a bit more concrete also, since we could talk about whether the empircal semivariance is an unbiased estimator of the underlying semivariance.  Otherwise, it sounds like vague handwaving.  —Preceding unsigned comment added by Ldc (talk • contribs) 18:41, 19 May 2010 (UTC)
thread_title:  Comments for improved clarity 

message: Someone wrote above six years ago
:I first cite: The semivariance is calculated in the same manner as the variance but only those observations that fall below the mean are included in the calculation. It is sometimes described as a measure of downside risk in an investments context. For skewed distributions, the semivariance can provide additional information that a variance does not. This cannot be correct. I have removed it. 
Actually it is exactly right for a different usage of the term. I'll put in something to disambiguate this when I get a chance. Loraof (talk) 17:21, 27 October 2014 (UTC)
thread_title:  Other definition of semivariance 

message: Someone should add an intro explaining what the semivariance is useful for (e.g. with an example). Ben Finn (talk) 11:14, 27 August 2015 (UTC)
thread_title: Intro

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thread_title:  External links modified (January 2018)