variance-covariance matrix
collocation in Englishmeaningsofmatrix
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matrix
noun
uk/ˈmeɪ.trɪks/us/ˈmeɪ.trɪks/
formal
the set of conditions that provides a system in which something grows ...
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(Definition ofmatrixfrom theCambridge English Dictionary© Cambridge University Press)
Examplesofvariance-covariance matrix
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
Thevariance-covariancematrixbased on the price regressions is of particular interest.
From theCambridge English Corpus
By constructing the exercise as a vector autoregression, forecasts of thevariance-covariancematrixfor prices could also be obtained.
From theCambridge English Corpus
First-order autoregressive covariance was chosen for the structure of thevariance-covariancematrix.
From theCambridge English Corpus
The mean, standard deviation,variance-covariancematrix, and correlation matrix are calculated from the measurement vectors.
From
Wikipedia
Empirical orthogonal function analysis proceeds instead from thevariance-covariancematrixwhich again is biased to the eastern longitudes.
From
Wikipedia
Direct estimation of the asymptoticvariance-covariancematrixis not always satisfactory.
From
Wikipedia
Hypotheses of invariance across groups of the covariance structure, structural matrix, variance-covariance matrices of exogenous variables, endogenous variables and residuals were sequentially tested.
From theCambridge English Corpus
However, the variance-covariance matrices were not different for girls and boys.
From theCambridge English Corpus
Often the principal components with higher variances (the ones based on eigenvectors corresponding to the higher eigenvalues of the samplevariance-covariancematrixof the explanatory variables) are selected as regressors.
From
Wikipedia
In order to explore further the genetic architecture of schizotypal traits, independent and common pathway models were fitted to the variance-covariance matrices.
From theCambridge English Corpus
It should be noted that, although the models were fit to variance-covariance matrices, standardized estimates are being reported.
From theCambridge English Corpus
Entire genetic variance-covariance matrices, as well as their individual components, were compared between populations by means of likelihood ratio tests.
From theCambridge English Corpus
Then they use the estimated variance-covariance matrices to calculate the cross-market correlation coefficients (and their asymptotic distributions) for each set of markets and periods.
From
Wikipedia
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
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