Search results
Jump to navigation
Jump to search
Page title matches
- The '''covariance''' — usually denoted as '''Cov''' — is a statistical parameter The sign of the covariance indicates a linear trend between the two variables.4 KB (694 words) - 17:28, 25 August 2013
- 132 bytes (17 words) - 21:05, 17 May 2010
- | article url = http://en.citizendium.org/wiki?title=Covariance&oldid=100672646828 bytes (95 words) - 21:54, 18 May 2010
- 237 bytes (25 words) - 09:13, 29 January 2010
- [http://www.math.uah.edu/stat/expect/Covariance.xhtml Covariance and Correlation] and [http://www.math.uah.edu/stat//point/Estimators.xhtml331 bytes (45 words) - 00:38, 18 May 2010
- The '''covariance''' — usually denoted as '''Cov''' — is a statistical parameter The sign of the covariance indicates a linear trend between the two variables.4 KB (694 words) - 17:27, 25 August 2013
Page text matches
- [http://www.math.uah.edu/stat/expect/Covariance.xhtml Covariance and Correlation] and [http://www.math.uah.edu/stat//point/Estimators.xhtml331 bytes (45 words) - 00:38, 18 May 2010
- The '''covariance''' — usually denoted as '''Cov''' — is a statistical parameter The sign of the covariance indicates a linear trend between the two variables.4 KB (694 words) - 17:27, 25 August 2013
- The '''covariance''' — usually denoted as '''Cov''' — is a statistical parameter The sign of the covariance indicates a linear trend between the two variables.4 KB (694 words) - 17:28, 25 August 2013
- ...ost important components are found along the dimensions with the largest [[covariance]] values and they reveal the uncorrelated structure of the data set. The d953 bytes (142 words) - 16:52, 4 August 2010
- ...n of a share tracks that of the equity market as a whole (defined as the [[covariance]] between the share's rate of return and the average market rate, divid423 bytes (74 words) - 06:45, 22 February 2010
- {{r|Covariance}}1 KB (173 words) - 16:03, 15 February 2024
- and β is the covariance of the asset's return with market's return divided by the variance of the m :::<math>Cov(r_i,d_j)</math> is the covariance between the return on the ith asset and the jth factor,3 KB (552 words) - 11:02, 7 December 2009
- ...financial assets, meaning, that they all use the same expected returns and covariance matrix.2 KB (242 words) - 20:23, 19 February 2010
- {{r|Covariance}}6 KB (786 words) - 19:51, 7 March 2024
- * [[Covariance function]]12 KB (1,781 words) - 14:50, 7 December 2008
- ...ohn D. Norton |year=1993 |volume=vol. 56 |pages=pp. 835-837 |title=General covariance and the foundations of general relativity: eight decades of dispute |url=ht ...s a structure distinct from a coordinate system.|John D. Norton: ''General Covariance and the Foundations of General Relativity}}29 KB (4,366 words) - 09:10, 26 March 2011
- ...olved in which assets are grouped according to their riskiness and their [[covariance]]. The risk of holding an equity came to be categorised as consisting of "u ...m multiplied by a factor that he termed [[Beta]], which is related to the covariance of that share's rates of return with the corresponding rates for the equity46 KB (7,072 words) - 19:59, 7 March 2024
- ...[Matrix (mathematics)|matrix]] than as a mere scalar. See [[estimation of covariance matrices]].46 KB (6,956 words) - 07:01, 9 June 2009
- ...ssets would not rise and fall together, using the statistical concept of [[covariance]]. In 1970, William Sharpe<ref>[http://nobelprize.org/nobel_prizes/economic55 KB (8,316 words) - 19:47, 7 March 2024
- ...ssets would not rise and fall together, using the statistical concept of [[covariance]]. In 1970, William Sharpe<ref>[http://nobelprize.org/nobel_prizes/economic55 KB (8,323 words) - 19:47, 7 March 2024