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)
Examplesofcovariance 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.
Figure 2 shows the excitation trajectories optimized under constraints according to the criterion based on the determinant of thecovariancematrix.
From theCambridge English Corpus
Non-independence of twin pairs was dealt with by using a mixed-model with a parametrically structuredcovariancematrix.
From theCambridge English Corpus
However, under the assumption of homogeneous beliefs about thecovariancematrixof future payoffs, short-sale constraints will only increase risky asset prices.
From theCambridge English Corpus
These analyses used the maximum likelihood method of parameter estimation, and all analyses were performed on the variance -covariancematrix.
From theCambridge English Corpus
The variance-covariancematrixof the estimated parameters is then approximated by the inverse of the information matrix.
From theCambridge English Corpus
The diagonalcovariancematrixfor t is conveniently normalized to be an identity.
From theCambridge English Corpus
In this section, we try to extend the algorithm to handle situations where thecovariancematrixis not constant but varies across clusters.
From theCambridge English Corpus
We also ran the regressions using a consistentcovariancematrixallowing for heteroskedasticity.
From theCambridge English Corpus
This is especially pronounced for those using i. i. d.covariancematrixestimators.
From theCambridge English Corpus
The errorcovariancematrixfollowed a similar path as the first procedure indicating a good estimate of the uncertainties.
From theCambridge English Corpus
The analyses were performed on thecovariancematrix.
From theCambridge English Corpus
The main problem comes from thecovariancematrixestimates.
From theCambridge English Corpus
As the identity is linearized, however, the errorcovariancematrixis assumed to be unrestricted and thus has 66 elements to be estimated.
From theCambridge English Corpus
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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