Phrases with «covariance matrix»

A covariance matrix is a mathematical representation that tells us how different things are related to each other. It shows the relationships and connections between different variables or aspects of a situation. It helps in understanding how changes in one thing may affect other things. Full definition

covariance matrix

Sentences with «covariance matrix»

From an unstructured covariance matrix for the intercept and race effects, their correlation coefficient was calculated as (jamanetwork.com)
After excluding stocks with fewer than three years of immediately past data, the researchers used up to five years of monthly returns to estimate covariance matrices and optimize portfolios. (researchaffiliates.com)
Whitening involving transforming the discrepancies, using an estimate of the inverse spatio - temporal natural variability covariance matrix, so that they would, in a perfect world, be independent standardised normal random variables. (climateaudit.org)
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Phrases with «covariance matrix»

Sentences with «covariance matrix»

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