matrix

(redirected from Covariance matrix)
Also found in: Dictionary, Medical, Legal, Financial, Encyclopedia, Wikipedia.
  • noun

Synonyms for matrix

a hollow device for shaping a fluid or plastic substance

Synonyms

Synonyms for matrix

(mathematics) a rectangular array of quantities or expressions set out by rows and columns

(geology) amass of fine-grained rock in which fossils, crystals, or gems are embedded

Related Words

an enclosure within which something originates or develops (from the Latin for womb)

the body substance in which tissue cells are embedded

the formative tissue at the base of a nail

Related Words

mold used in the production of phonograph records, type, or other relief surface

Related Words

References in periodicals archive ?
The risk-free rate of return on the risk-free asset is r, an n x 1 vector of the expected excess rates of return is R - r, and the n x n non-singular covariance matrix of risky assets' rates of return is [OMEGA].
Functions for which the correct covariance matrix of the parameters is not readily available.
The absolute fit measures, maximum likelihood ratio chi-square statistic (X) and goodness-of-fit index (GFI), provide a measure of the extent to which the covariance matrix estimated by the hypothesized model reproduces the observed covariance matrix (James & Brett, 1984).
This conclusion follows from a simple matrix algebra analysis of covariance matrix of the form
where: K is the matrix constructed from the covariance function k = (X, X'); and the equation above the probability of the set function F is regarded to be controlled by the covariance matrix K.
Covariance matrix of all training samples (the following three equivalence) are:
The expected value (mean) and covariance matrix are computed using the historical operating profit margin of a specified airline and region combination for the period 1990-2005.
Unlike standard regression models that predetermine relationships between explanatory and dependent variables, GP models specify the structure of the covariance matrix of explanatory variables.
Levene's test for equality of error variance showed no significant difference at any of the four blocks, nor did the blocks show departure from normality as measured by Mauchly's test of sphericity, suggesting that the error covariance matrix is proportional to the identity matrix.
k, the Covariance Matrix of lth Cluster is as in (3), which requires the mean vector to be computed before computation of its covariance matrix.
The within group covariance matrix W, the multivariate analogue of the univariate within sum of squares divided by the degrees of freedom, and similarly, the between group covariance matrix B are defined as
The covariance matrix of the random vector defining this torsor is diagonal.
Following the available data on the vector of digital image pixels, the influence of the covariance matrix is calculated (Brucas et al.