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• Covariance
  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
• Covariance/Approval
  | article url = http://en.citizendium.org/wiki?title=Covariance&oldid=100672646
  828 bytes (95 words) - 21:54, 18 May 2010
• Covariance/Definition
  132 bytes (17 words) - 21:05, 17 May 2010
• Covariance/Related Articles
  237 bytes (25 words) - 09:13, 29 January 2010
• Covariance/External Links
  [http://www.math.uah.edu/stat/expect/Covariance.xhtml Covariance and Correlation] and [http://www.math.uah.edu/stat//point/Estimators.xhtml
  331 bytes (45 words) - 00:38, 18 May 2010
• Covariance/Citable Version
  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

• Covariance/External Links
  [http://www.math.uah.edu/stat/expect/Covariance.xhtml Covariance and Correlation] and [http://www.math.uah.edu/stat//point/Estimators.xhtml
  331 bytes (45 words) - 00:38, 18 May 2010
• Covariance/Citable Version
  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
• Covariance
  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
• Principal component analysis
  ...ost important components are found along the dimensions with the largest [[covariance]] values and they reveal the uncorrelated structure of the data set. The d
  953 bytes (142 words) - 16:52, 4 August 2010
• Beta (finance)/Definition
  ...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, divid
  423 bytes (74 words) - 06:45, 22 February 2010
• Financial economics/Glossary
  {{r|Covariance}}
  1 KB (173 words) - 16:03, 15 February 2024
• Financial economics/Tutorials
  and&nbsp;β&nbsp;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
• Capital Asset Pricing Model
  ...financial assets, meaning, that they all use the same expected returns and covariance matrix.
  2 KB (242 words) - 20:23, 19 February 2010
• Economics/Glossary
  {{r|Covariance}}
  6 KB (786 words) - 19:51, 7 March 2024
• Stochastic process
  * [[Covariance function]]
  12 KB (1,781 words) - 14:50, 7 December 2008
• Frame of reference (physics)
  ...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
• Financial economics
  ...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 equity
  46 KB (7,072 words) - 19:59, 7 March 2024
• Normal distribution
  ...[Matrix (mathematics)|matrix]] than as a mere scalar. See [[estimation of covariance matrices]].
  46 KB (6,956 words) - 07:01, 9 June 2009
• History of economic thought
  ...ssets would not rise and fall together, using the statistical concept of [[covariance]]. In 1970, William Sharpe<ref>[http://nobelprize.org/nobel_prizes/economic
  55 KB (8,316 words) - 19:47, 7 March 2024
• History of economic thought/Citable Version
  ...ssets would not rise and fall together, using the statistical concept of [[covariance]]. In 1970, William Sharpe<ref>[http://nobelprize.org/nobel_prizes/economic
  55 KB (8,323 words) - 19:47, 7 March 2024