Translation for 'covariance' from English to Russian

covariance

ковариация {ж}стат.

ковариантность {ж}стат.

• In probability theory and statistics, a covariance matrix (also known as auto-covariance matrix, dispersion matrix, variance matrix, or variance–covariance matrix) is a square matrix giving the covariance between each pair of elements of a given random vector.
• The first is very similar to the mean-covariance approach of Markowitz.
• The covariance matrix defines a bijective transformation (encoding) for all solution vectors into a space, where the sampling takes place with identity covariance matrix.
• In statistics, sometimes the covariance matrix of a multivariate random variable is not known but has to be estimated.
• The second order statistics are fully characterized by the covariance and the pseudo-covariance.

• Local Lorentz covariance, which follows from general relativity, refers to Lorentz covariance applying only "locally" in an infinitesimal region of spacetime at every point.
• Although the covariance matrix is often treated as being the expected squared error associated with the mean, in practice the matrix is maintained as an upper bound on the actual squared error.
• Some examples are covariance, coskewness and cokurtosis. While there is a unique covariance, there are multiple co-skewnesses and co-kurtoses.
• Again, additional low-dimensional structure is needed for successful covariance matrix estimation in high dimensions.
• If all weights are the same, [...] , the weighted mean and covariance reduce to the (biased) sample mean and covariance mentioned above.

• If all weights are the same, i.e. [...] , then the weighted mean and covariance reduce to the unweighted sample mean and covariance above.
• If the kernel function [...] is also a covariance function as used in Gaussian processes, then the Gram matrix [...] can also be called a covariance matrix.