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  • noun

Words related to covariance

(statistics) the mean value of the product of the deviations of two variates from their respective means

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References in periodicals archive ?
Furthermore, if the decline in sector variances is a permanent feature, recurrent cycles in GDP volatility may in future be around a lower trend level of real GDP volatility, provided the co-variance between sector growth rates does not increase significantly.
Next, we estimate re-insurance supply and demand curves explicitly in order to examine a critical prediction of the financial imperfection models: that intermediary hurdle rates reflect the co-variance of a particular cat risk with the intermediary's preexisting portfolio.
Genetic variances and co-variances reflect how selection can be applied in the farms.
Harvey, "The World Price of Co-variance Risk," Journal of Finance 46 (1991), pp.
Co-variance between the two units' operating results is small.
to repay its debt and preferred stock obligations is reflected in the strength of two major organizations -- AIC and Allstate Financial -- and the ability of these groups, which are subject only to modest co-variance in results, to provide dividends to service these obligations.
P DF DF F MEASURE 0/086 58 1 3/042 Mind centralization Table 3: Result of co-variance analyze, effect of group membership on mental focus grades in 2 groups.
Lastly, new data will be compiled at each center through a new instrumentation system, which includes an eddy co-variance system tower, meteorological equipment and a soil sensor network compatible with national ecosystem observation networks to provide air and soil data.