Furthermore, the case of an unbounded covariance
between two coordinates of the Markov source is combinatorically characterized.
To obtain the multivariate normal samples used in the power calculations of the LRT for the independence between two groups of variables, the same variances and vector of means as in the calculation of the type I error rates (Table 1) and covariances
given by [[summation].
It is assumed that [MATHEMATICAL EXPRESSION NOT REPRODUCIBLE IN ASCII], which follow a multivariate normal distribution with mean vector 0 and matrixes (symmetric) of variance and covariance
G and [R.
Direct and maternal variancesand covariances
and maternal phenotypic effects on pre-weaninggrowth of beef cattle.
To this end, covariance
matrices which show correlation between signals and covariance
function formed with the help of experimental covariances
Section IV shows the market risk premium in CAPM is decided by the expected excess rate of return on assets and the invertible covariance
matrix among the assets' rate of return.
Different from the Dandawate-Giannakis algorithm and its extension proposed in , we do not assume that the asymptotic covariance
matrix under [H.
Based on detailed analysis of time variability of speaker models, in covariance
matrices can be observed some elements which have noticeable difference.
1] in place of the covariance
matrix (14) we can consider the covariance
it] as random variables, and use results of Bohnnstedt and Goldberger (1969) to compute exact variances and covariances
of the product of random variables as
In turn, this data is used to disclose the six different patterns of covariances
that will occur between growth-related parameters [alpha], [rho], and [delta], according to the six different possible patterns of constraints that may either widen or narrow the respective ranges of variations of the three functional parameters E, K, and D.
Therefore, in contrast with the representation of the pricing equation with the use of betas, the methodology used herein does not ignore the intertemporal variation in assets' covariances
with the pricing factors.