zero covariance
Смотреть что такое "zero covariance" в других словарях:
Covariance — This article is about the measure of linear relation between random variables. For other uses, see Covariance (disambiguation). In probability theory and statistics, covariance is a measure of how much two variables change together. Variance is a … 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 — co·var·i·ance (ko vārґe əns) [co + variance] in statistics, a measure of the tendency of two random variables to vary together: the expected value of the product of the deviations of corresponding values of the variables from their… … Medical dictionary
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
Matrice De Variance-Covariance — Une matrice de variance covariance est une matrice carrée caractérisant les interactions (linéaires) entre p variables aléatoires . Sommaire 1 Définition 2 Propriétés … Wikipédia en Français
Matrice de covariance — Matrice de variance covariance Une matrice de variance covariance est une matrice carrée caractérisant les interactions (linéaires) entre p variables aléatoires . Sommaire 1 Définition 2 Propriétés … Wikipédia en Français
Matrice de variance-covariance — Une matrice de variance covariance est une matrice carrée caractérisant les interactions (linéaires) entre p variables aléatoires . Sommaire 1 Définition 2 Propriétés 3 … Wikipédia en Français
Eddy covariance — The eddy covariance (eddy correlation, eddy flux) technique is a prime atmospheric flux measurement technique to measure and calculate vertical turbulent fluxes within atmospheric boundary layers. It is a statistical method used in meteorology… … Wikipedia
Lorentz covariance — In standard physics, Lorentz covariance is a key property of spacetime that follows from the special theory of relativity, where it applies globally. Local Lorentz covariance refers to Lorentz covariance applying only locally in an infinitesimal… … Wikipedia
Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… … Wikipedia
Karhunen-Loève theorem — In the theory of stochastic processes, the Karhunen Loève theorem (named after Kari Karhunen and Michel Loève) is a representation of a stochastic process as an infinite linear combination of orthogonal functions, analogous to a Fourier series… … Wikipedia
