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 are calculated.

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 [20], 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 matrix

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.