All computations with the covariances
can be carried out efficiently using the implicit low-storage representation without forming the full matrices.
Cutoff criteria for fit indexes in covariance
structure analysis: Conventional criteria versus new alternatives.
For example, as head and spouse earnings volatilities were peaking in the 2000-2001 period, the negative covariances
of head wages with taxes (the series represented by the "cross"), coupled with the negative covariance
of spouse wages with taxes (the "plus" series), attenuated substantially the growth in total volatility.
sd,sd] = 4x4 matrix of variances and covariances
among 1/2 additive direct genetic boar effects for trait 1, 1/2 additive direct genetic boar effects for trait 2, 1/2 additive direct+maternal sow genetic effects for trait 1, and 1/2 additive direct+maternal sow genetic effects for trait 2.
The future work on the macroeconomic approach to FX debt management should focus on incorporating the role of covariances
between the government primary balance and exchange rates from the flow perspective.
16, the transverse covariances
of real fibres and simulated cylinders (in the Oz direction) are almost superimposed.
According to this formula, the risk premium on any asset is a weighted average of two conditional covariances
, the consumption covariance
where: cov(X,Y) = the covariance
between time series X and time series Y;
Cov(*) denote the mathematical expectation and covariance
of the (*).
Chan, Order Statistics From Extreme Value Distribution, I: Tables of Means, Variances, and Covariances
, Communications in Statistics--Simulation and Computation 21, 1199-1217 (1992).
Equation (5) indicates that stock market return is predictable because its covariances
with state variables--for example, stock market volatility, [[epsilon].
Although the causes remain uncertain, the fall in the standard deviations and covariances
of growth rates complicates the task of detecting other influences on correlation.