covariance matrix

collocation in English

meanings of matrix

These words are often used together. Click on the links below to explore the meanings. Or, see other collocations with matrix.
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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Examples of 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.
Figure 2 shows the excitation trajectories optimized under constraints according to the criterion based on the determinant of the covariancematrix.
Non-independence of twin pairs was dealt with by using a mixed-model with a parametrically structured covariancematrix.
However, under the assumption of homogeneous beliefs about the covariancematrix of future payoffs, short-sale constraints will only increase risky asset prices.
These analyses used the maximum likelihood method of parameter estimation, and all analyses were performed on the variance - covariancematrix.
The variance- covariancematrix of the estimated parameters is then approximated by the inverse of the information matrix.
The diagonal covariancematrix for t is conveniently normalized to be an identity.
In this section, we try to extend the algorithm to handle situations where the covariancematrix is not constant but varies across clusters.
We also ran the regressions using a consistent covariancematrix allowing for heteroskedasticity.
This is especially pronounced for those using i. i. d. covariancematrix estimators.
The error covariancematrix followed a similar path as the first procedure indicating a good estimate of the uncertainties.
The analyses were performed on the covariancematrix.
The main problem comes from the covariancematrix estimates.
As the identity is linearized, however, the error covariancematrix is assumed to be unrestricted and thus has 66 elements to be estimated.
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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