Definition of Covariances. Meaning of Covariances. Synonyms of Covariances

- 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...
- Look up covariance or contravariance in Wiktionary, the free dictionary. Covariance and contravariance may refer to: Covariance and contravariance of...
- 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...
- 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...
- 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...
- theory and statistics, the covariance function describes how much two random variables change together (their covariance) with varying spatial or temporal...
- In theoretical physics, general covariance, also known as diffeomorphism covariance or general invariance, consists of the invariance of the form of physical...
- Analysis of covariance (ANCOVA) is a general linear model that blends ANOVA and regression. ANCOVA evaluates whether the means of a dependent variable...