- po****tion.
Covariances play a key role in
financial economics,
especially in
modern portfolio theory and in the
capital ****et
pricing model.
Covariances among...
- the 1-dimensional variance.
Others call it the
covariance matrix,
because it is the
matrix of
covariances between the
scalar components of the
vector X...
-
random variable X,
provided of
course that the
theoretical means and
covariances exist. The
reason for the
factor n − 1
rather than n is
essentially the...
- variable. Then the
variances and
covariances can be
placed in a
covariance matrix, in
which the (i, j)
element is the
covariance between the i th
random variable...
- Look up
covariance or
contravariance in Wiktionary, the free dictionary.
Covariance and
contravariance may
refer to:
Covariance and
contravariance of...
-
formula for r x y {\displaystyle r_{xy}} by
substituting estimates of the
covariances and
variances based on a
sample into the
formula above.
Given paired...
- together, and may
refer to:
Covariance matrix, a
matrix of
covariances between a
number of
variables Covariance or cross-
covariance between two
random variables...
-
through space".
Lorentz covariance, a
related concept, is a
property of the
underlying spacetime manifold.
Lorentz covariance has two distinct, but closely...
- In
theoretical physics,
general covariance, also
known as
diffeomorphism covariance or
general invariance,
consists of the
invariance of the form of physical...
- that the
class covariances are identical, so Σ 0 = Σ 1 = Σ {\displaystyle \Sigma _{0}=\Sigma _{1}=\Sigma } ) and that the
covariances have full rank....
