Covariance Sentence Examples

We now use matrix perturbation theory to compute the covariance of based on this zero approximation.

For each pair of elements in the base B, say, we store their adjusted covariance, .

These reflections show at the same time how natural the demand for general covariance is.

This lower covariance should make REITs a better diversification investment vehicle.

The original calibration and corroboration of the SPA model was against long-term eddy covariance data from the Harvard Forest, Massachusetts.

The fourth option allows the user to specify a variance covariance matrix for the shocks.

At update times, the error covariance is calculated from the ensemble.

In the case where spatial information is available, this is encoded in the estimation of the sample covariance matrix.

We use a gaussian kernel with a covariance matrix equal to that of the original data set,, ie.

We now use matrix perturbation theory [7] to compute the covariance of based on this zero approximation.

The incremental average covariance and the incremental realized variance are found to be negative during the 1987 crash and the 1992 ERM crisis.