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generalized covariance

См. также 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 contravariance (computer science) — Within the type system of a programming language, covariance and contravariance refers to the ordering of types from narrower to wider and their interchangeability or equivalence in certain situations (such as parameters, generics, and return… …   Wikipedia

  • Generalized Dirichlet distribution — In statistics, the generalized Dirichlet distribution (GD) is a generalization of the Dirichlet distribution with a more general covariance structure and twice the number of parameters. Random variables with a GD distribution are neutral [R. J.… …   Wikipedia

  • Feasible generalized least squares — (FGLS or Feasible GLS) is a regression technique. It is similar to generalized least squares except that it uses an estimated variance covariance matrix since the true matrix is not known directly.The following description follows loosely the… …   Wikipedia

  • Ehresmann connection — In differential geometry, an Ehresmann connection (after the French mathematician Charles Ehresmann who first formalized this concept) is a version of the notion of a connection which is defined on arbitrary fibre bundles. In particular, it may… …   Wikipedia

  • Multivariate normal distribution — MVN redirects here. For the airport with that IATA code, see Mount Vernon Airport. Probability density function Many samples from a multivariate (bivariate) Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • 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

  • Eigenvalues and eigenvectors — For more specific information regarding the eigenvalues and eigenvectors of matrices, see Eigendecomposition of a matrix. In this shear mapping the red arrow changes direction but the blue arrow does not. Therefore the blue arrow is an… …   Wikipedia

  • Mechanics of planar particle motion — Classical mechanics Newton s Second Law History of classical mechanics  …   Wikipedia

  • Shayle R. Searle — Shayle Robert Searle Ph.D. (b. 1928) is Professor Emeritus of Biological Statistics at Cornell University. He is a leader in the field of linear and mixed models in statistics, and has published widely on the topics of linear models, mixed models …   Wikipedia

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