Covariance


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Related to Covariance: Covariance matrix

Covariance

A statistical measure of the degree to which random variables move together. A positive covariance implies that one variable is above (below) its mean value when the other variable is above (below) its mean value.

Covariance

The degree to which two variables are correlated. That is, covariance is the measure of how much two variables are related to one another. It is important in security analysis to determine how much or how little price movements in two companies or industries are connected.

covariance

A statistical measure of the extent to which two variables move together. Covariance is used by financial analysts to determine the degree to which return on two securities is related. In general, a high covariance indicates similar movements and lack of diversification. Compare variance. See also risk.
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To measure how ecosystems exchange carbon and water with the atmosphere, Fluxnet stations rely on state-of-the-art micrometeorological tools and a standard method, called the eddy covariance method.
UAE sets up first eddy covariance station
were defined by the equation [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] The estimates of genotypic covariance for the month t were described [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII] where i = 5, 6, .
Genotypic parameters for egg production in pure breed hens by using random regression model/Parametros genotipicos para producao de ovos em racas puras utilizando metodologia de modelos mistos
4th, 5th and 6th degrees of AR parameters were estimated by covariance and Yule-walker methods for the EGG signals of patients and healthy people for fasting and satiety stages (for both channels).
Determining of Gastroparesis Disease from Electrogastrogram Signals Using Cramer-Rao Lower Bound and Power Spectral Density
For the characterization of an unbounded covariance, we have to consider functional digraphs.
Variance and covariance of several simultaneous outputs of a Markov chain
T] represents the noise signal vector, which is assumed to be a zero-mean complex random vector with a covariance matrix of [?
ML symbol detection for MIMO systems in the presence of channel estimation errors
In the study, we tested the suitability of homogenous and heterogeneous covariance structures between repeated measurements of data concerning laying hens, and evaluated the effect of adding some covariates in quality criteria of RISM where a time effect was specified as a continuous variable.
Analysis of Random Intercept and Slope Model (RISM) for Data of Repeated Measures from Hy-Line White Laying Hens
Several covariance structures are found in the literature, where the G and [R.
Mixed models in cerebral ischemia study/Modelos mistos em estudo de isquemia cerebral
sam: covariance between direct and maternal genetic effects
ESTIMATES OF GENETIC PARAMETERS FOR DIRECT AND MATERNAL EFFECTS WITH SIX DIFFERENT MODELS ON BIRTH WEIGHT OF BROWN SWISS CALVES
Since there is no correlation between measurement errors and signals, the total covariance matrix of the observations in the LSC model is obtained by the sum of the covariance matrices of the signal and the noise.
Geoid height computation in strip-area projects by using least-squares collocation
Following the estimated state, the covariance matrix of the estimate is given by
Neighborhood Kalman Estimation for Distributed Localization in Wireless Sensor Networks
Figure 4 plots a positive covariance between both indexes which hints that the euro has helped harmonized and stabilized the business cycle on both sides of the Atlantic.
The euro and world indexes before the great recession
Given the expected excess rate of return vector R - r on n risky securities and the non-singular covariance matrix [OMEGA] between n risky securities rate of returns, the portfolio [omega] in Equation (1) is the unique risky optimal mean-variance efficient within the mean-variance framework if and only if [omega] = [[OMEGA].
Yes, CAPM is dead

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