covariances

co·var·i·ance (k

-vâr

ns)

A statistical measure of the variance of two random variables that are observed or measured in the same mean time period. This measure is equal to the product of the deviations of corresponding values of the two variables from their respective means.

covariance [kəʊˈvɛərɪəns]

(Mathematics & Measurements / Statistics) Statistics a measure of the association between two random variables, equal to the expected value of the product of the deviations from the mean of the two variables, and estimated by the sum of products of deviations from the sample mean for associated values of the two variables, divided by the number of sample points. Written as Cov (X, Y)

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Noun

covariance - (statistics) the mean value of the product of the deviations of two variates from their respective means

statistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters

variance - the second moment around the mean; the expected value of the square of the deviations of a random variable from its mean value

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autocorrelation correlation coefficient COV variance	The technique is fairly straightforward where what is needed is quantitative data on the variance, the returns and the covariances or correlations between different assets with regard to their returns. Talent management: quantifying risks and returns by Arvey, Richard / People & Strategy In the money-denominated models, the indices for each alternative increase about 10% in absolute value, as preference variation assigned to the scale parameter in CLR is associated with variation in preferences for particular attributes in RPCLR, and again with covariances in preferences for particular attributes in RPCLR with correlation. Estimating distributions of willingness to pay for heterogeneous ... by Das, Chhandita; Anderson, Christopher M.; Swallow, Stephen K. / Southern Economic Journal He did not know how to measure variances and covariances yet he was aware of the possibility of risk reduction through diversification. Kautilya on risk-return trade-off and diversification by Sihag, Balbir S. / Indian Journal of Economics and Business	cousinly cousinry Cousins german Cousinship Coussinet Cousteau Cousteau Jacques Yves Cousy couteau couth couthie couthy couture couturier couturière couvade couvert couverture Couveuse COV covalence covalency covalent covalent bond covariance covariances covariant covariant theory covariation cove cove stripe Coved ceiling Coved vault Covelline covellite coven Covenable Covenably covenant covenantee covenanter Covenanting covenantor Covenous Covent Covent Garden Coventry Coventry blue cover cover (military) cover boy	covalently covalently Covalently Closed Circular Deoxyribonucleic Acid COVAN COVAPPS COVAR covariance covariance covariance covariance covariance analysis Covariance Analysis Describing Function Technique Covariance Analysis of Linear Structural Equations Covariance and contravariance Covariance and contravariance Covariance and contravariance of vectors Covariance matrix Covariance matrix Covariance matrix Covariance matrix Covariance Matrix Adaptation Covariance Matrix Criterion Covariance Matrix Taper covariance method covariance method covariance method covariance method Covariance Shaping Least-Squares Covariance Shaping Least-Squares Estimator Covariance Shaping Multiuser covariances covariant covariant covariant closed string field theory covariant components Covariant derivative Covariant differential Covariant differentiation covariant equation Covariant functor Covariant functor covariant index covariant tensor covariant theory covariant theory Covariant vector Covariant-Oscillator Quark Model covariants covariants Covarianza Covariate covariation Covarrubias, Miguel COVART Covas Covasna COVAT Covault spay hook COVAW

Mentioned in

References in periodicals archive

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autocorrelation
correlation coefficient
COV
variance

The technique is fairly straightforward where what is needed is quantitative data on the variance, the returns and the covariances or correlations between different assets with regard to their returns.

Talent management: quantifying risks and returns by Arvey, Richard / People & Strategy

In the money-denominated models, the indices for each alternative increase about 10% in absolute value, as preference variation assigned to the scale parameter in CLR is associated with variation in preferences for particular attributes in RPCLR, and again with covariances in preferences for particular attributes in RPCLR with correlation.

Estimating distributions of willingness to pay for heterogeneous ... by Das, Chhandita; Anderson, Christopher M.; Swallow, Stephen K. / Southern Economic Journal

He did not know how to measure variances and covariances yet he was aware of the possibility of risk reduction through diversification.

Kautilya on risk-return trade-off and diversification by Sihag, Balbir S. / Indian Journal of Economics and Business

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