cross covariance
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Cross-covariance — In statistics, the term cross covariance is sometimes used to refer to the covariance cov(X, Y) between two random vectors X and Y, in order to distinguish that concept from the covariance of a random vector X, which is understood to be the… … Wikipedia
Cross covariance — In statistics, the term cross covariance is sometimes used to refer to the covariance cov( X , Y ) between two random vectors X and Y , in order to distinguish that concept from the covariance of a random vector X , which is understood to be the… … Wikipedia
Covariance (disambiguation) — Covariance may refer to: Covariance, a measure of how much two variables change together Covariance matrix, a matrix of covariances between a number of variables Cross covariance, the covariance between two vectors of variables Autocovariance,… … Wikipedia
Cross-correlation — In signal processing, cross correlation is a measure of similarity of two waveforms as a function of a time lag applied to one of them. This is also known as a sliding dot product or sliding inner product. It is commonly used for searching a long … Wikipedia
Covariance and correlation — Main articles: covariance, correlation. In probability theory and statistics, the mathematical descriptions of covariance and correlation are very similar.[1][2] Both describe the degree of similarity between two random variables or sets of… … Wikipedia
Covariance matrix — A bivariate Gaussian probability density function centered at (0,0), with covariance matrix [ 1.00, .50 ; .50, 1.00 ] … Wikipedia
Covariance function — In probability theory and statistics, covariance is a measure of how much two variables change together and the covariance function describes the variance of a random variable process or field. For a random field or stochastic process Z(x) on a… … Wikipedia
Cross-spectrum — In time series analysis, the cross spectrum is used as part of a frequency domain analysis of the cross correlation or cross covariance between two time series. Contents 1 Definition 2 Squared coherency spectrum 3 See also … Wikipedia
Covariance intersection — is an algorithm for combining two or more estimates of state variables in a Kalman filter when the correlation between them is unknown.[1][2][3] Specification Items of information a and b are known and are to be fused into information item c. We… … Wikipedia
Cross-validation (statistics) — Cross validation, sometimes called rotation estimation,[1][2][3] is a technique for assessing how the results of a statistical analysis will generalize to an independent data set. It is mainly used in settings where the goal is prediction, and… … Wikipedia
Estimation of covariance matrices — In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated. Estimation of covariance matrices then deals with the question of how to approximate the actual covariance matrix on the basis… … Wikipedia
