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Related to covariance: Covariance matrix
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  • noun

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

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Product Sub-Category : Open path eddy covariance system with automatic we
Eddy covariance provides an accurate way to measure fluctuations of energy over a variety of ecosystems, including agricultural landscapes and water surfaces, said a statement from The Khalifa University of Science and Technology.
For all random regression models described above, 12 genotypic variance and covariance (G) matrices were tested: variance component (VC), compound symmetry (CS), unstructured (UN), first--order autoregressive (AIR[1]), first --order heterogeneous autoregressive (ARH[1]), heterogeneous compound symmetry (CSH), toeplitz (TOEP), first--order auto regressive moving average (ARMANI]), first--order and dependence (ANTE[1]), unstructured correlation (UNR), banded main diagonal (UN[1]), and Huynh-Feldt (H-F).
In this study, 4th, 5th and 6th AR parameters were calculated from EGG signals of healthy individuals and patients by using Covariance, Burg, Yule-walker, Least Squares and Modified Covariance methods.
Keywords: Markov source, variance, covariance, independence, Hamming weight, Matrix-Tree Theorem, transducer, central limit theorem
In contrast, in blind channel estimation, the covariance matrix of the received signal vectors is exploited to estimate the channel coefficients [5].
Model quality criteria like -2 Res Log Likelihood, Akaike's Information Criterion (AIC), Bayesian Information Criterion (BIC), and Corrected Akaike's Information Criterion (AICC) criterion were used to identify best covariance structure among Compound Symmetry (CS), Heterogeneous Compound Symmetry (CSH), Unstructured (UN), First-Order Autoregressive (AR(1)), Unstructured correlation (UNR), Heterogeneous First-Order Autoregressive (ARH(1)), Toeplitz (TOEP) and Heterogeneous Toeplitz (TOEPH) with/without adding covariates.
It is assumed that [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], which follow a multivariate normal distribution with mean vector 0 and matrixes (symmetric) of variance and covariance G and [R.
Model 4 was the same as Model 3, but allowed for a direct maternal covariance (Cov (a,m)).
Accuracy of Pseudo-Inverse Covariance Learning--A Random Matrix Theory Analysis", IEEE Trans.
To this end, covariance matrices which show correlation between signals and covariance function formed with the help of experimental covariances are calculated.
are Gaussian white-noise processes whose mean and covariance function are given by
com), and E-signal and analyzed using statistical methods such as a 30-months moving average, a de-trend and the covariance in a variety of indexes summarized in Table 1.
Section IV shows the market risk premium in CAPM is decided by the expected excess rate of return on assets and the invertible covariance matrix among the assets' rate of return.
T] is said to have the N-variate t distribution with degree of freedom [mu] with zero mean and R denoting covariance matrix.