covariance function


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covariance function

(koh-vair -ee-ăns) A statistical measure of the association of astronomical objects in a sample. See correlation function.
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For each eigenfunction, a specific eigenvalue is associated as the first two eigenvalues for additive genetic and permanent environmental effects account for more than 98% of the total variation while the first three eigenvalues of the additive genetics and permanent covariance function accounted for at least 99.
On the other hand, Bohorquez (2010) conducted and analysis for predictive purposes the presence of PM10 in Bogota by using a non-separable covariance function, resulting in a predictive model of distribution space in the presence of PM10.
The covariance function of a non-stochastic field in its most general form is inhomogeneous and anisotropic.
In fact, this approach is performed by identifying the covariance function of the KPLS model as a covariance function of a kriging model.
ap] correspond to the order of the covariance function for additive genetic and permanent environmental effects, respectively, and R or r is the structure of residual variances.
Now that the [psi] weights have been defined in terms of the Autoregressive and Moving Average parameters, they will be used to express the auto covariance function [gamma.
N], GP can be described via mean function m(X) in fX) and covariance function k(X,X') in a random process.
A covariance function is a matrix, each element of which indicates proximity between two input vectors with respect to their outputs.
2003), this parametric covariance function has been used in the modelling of the radial function of a random star-shaped planar particle.
The standard approach to portfolio risk management is based on the assumption of multivariate normality since the multivariate normal distribution allows to model the behavior of portfolio via an analysis of individual positions and a covariance function.
The signal covariance function is to be estimated empirically using a set of real-life uplift values for point pairs at a wide range of inter-point distances.
The retrieval of harmonics from a covariance function.