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Unformatted text preview: Var ( y i ) = λ i ; E ( y i y j ) = 0. I Truncate at k ± N ; Results are sensitive to outliers; sensitive to the choice of ‘ k ’....
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This note was uploaded on 10/16/2010 for the course STAT 244 taught by Professor Dr.velu during the Summer '10 term at Stanford.
- Summer '10