| 1. | Furthermore, let the covariance matrix be denoted by \ Sigma.
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| 2. | Also let \ Sigma be the covariance matrix of X.
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| 3. | Regularization is implemented by " whitening " the covariance matrix:
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| 4. | Ideally I would want a 2x2 covariance matrix on M, V.
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| 5. | Intuitively, the covariance matrix generalizes the notion of variance to multiple dimensions.
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| 6. | Can anyone give me a clear definition of a third order covariance matrix?
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| 7. | Direct estimation of the asymptotic variance-covariance matrix is not always satisfactory.
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| 8. | The covariance matrix is allowed to be residuals in the ordinary least squares regression.
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| 9. | The covariance matrix plays a key role in financial economics, especially in diversification.
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| 10. | The covariance matrix of " T " will be the identity matrix.
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