Concepedia

Second-order Moment

Second-Order Moment is a statistical measure within the family of moment-based analyses that quantifies the dispersion or spread of a random variable's values around the mean by computing the expected value of the squared deviations from the mean.

1.1K

Publications

63.3K

Citations

2.2K

Authors

943

Institutions

Publications per year

2017–2026

145

Parents

Publications

1.1K

The Impact of Uncertainty Shocks

Nicholas Bloom · Econometrica · 2009 · 5.7K citations

, , +16

Evaluating Interval Forecasts

Peter Christoffersen · International Economic Review · 1998 · 2.7K citations

, , +17

Nonlinear Dielectric Polarization in Optical Media

D. A. Kleinman · Physical Review · 1962 · 2.4K citations

, , +15

ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

Shiqing Ling, Michael McAleer · Econometric Theory · 2003 · 907 citations · Full text

, , +14

Point estimates for probability moments

Emilio Rosenbluéth · Proceedings of the National Academy of Sciences · 1975 · 868 citations · Full text

, , +13

1–5 of 1.1K

Authors

2.2K

  1. JB
    J.C.M. Bermudez

    Universidade Federal de Santa Catarina, Brazil

    6 publications · 169 citations

    6

    h-index

  2. NB
    N.J. Bershad

    University of California, Irvine, United States

    6 publications · 178 citations

    6

    h-index

  3. NB
    N. Balakrishnan

    McMaster University, Canada

    6 publications · 127 citations

    6

    h-index

  4. MÁ
    M. Á. Rebolledo

    Universidad de Zaragoza, Spain

    4 publications · 51 citations

    4

    h-index

  5. JR
    Joel R. Primack

    University of California, Santa Cruz, United States

    4 publications · 1.4K citations

    4

    h-index

1–5 of 2.2K

Institutions

943

  1. Centre National de la Recherche Scientifique

    Paris, France

    17 h-index

    44 publications

    1.9K citations

  2. Stanford University

    Stanford, United States

    14 h-index

    18 publications

    6.9K citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    14 h-index

    26 publications

    3K citations

  4. Cornell University

    Ithaca, United States

    13 h-index

    18 publications

    523 citations

  5. École Polytechnique Fédérale de Lausanne

    Lausanne, Switzerland

    11 h-index

    19 publications

    827 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    10 h-index

    20 publications

    1.6K citations

  7. University of California San Diego

    San Diego, United States

    10 h-index

    15 publications

    1.2K citations

  8. ETH Zurich

    Zurich, Switzerland

    9 h-index

    16 publications

    943 citations

1–8 of 943

Venues

  1. Physical Review Letters

    PRL · 21 publications · 1.2K citations

    18

    h-index

  2. arXiv (Cornell University)

    Repository · 24 publications · 624 citations

    16

    h-index

  3. The Journal of Chemical Physics

    14 publications · 1.2K citations

    14

    h-index

  4. IEEE Transactions on Signal Processing

    17 publications · 658 citations

    13

    h-index

  5. The Annals of Mathematical Statistics

    12 publications · 727 citations

    12

    h-index

1–5