estimated covariance

estimated covariance
мат. оценка ковариации

Большой англо-русский и русско-английский словарь. 2001.

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  • 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

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  • Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

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  • Maximum likelihood — In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model. When applied to a data set and given a statistical model, maximum likelihood estimation provides estimates for the model s… …   Wikipedia

  • Confidence region — In statistics, a confidence region is a multi dimensional generalization of a confidence interval. It is a set of points in an n dimensional space, often represented as an ellipsoid around a point which is an estimated solution to a problem,… …   Wikipedia

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