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Covariance
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261	94 IEEE TRANSACTIONSON INFORMATIONTHEORY,VOL. IT-25, NO. 1, JANUARYA. Restive. “On a question of McNaughton and Papert,” Inform. Add to Reading List Source URL: www.ifp.illinois.edu Language: English - Date: 2003-07-08 17:08:08 Mathematical analysis Mathematics Covariance and correlation Probability theory Signal processing Autocorrelation Sequence Expected value Information theory Covariance Exchangeable random variables
262	IEEE TRANSACTIONS ON COMMUNICATIONS, VoL. COM-32, No. 5 , MAYPartial Correlation Effects in Direct-Sequence Spread-Spectrum Multiple-AccessCommunication Systems Add to Reading List Source URL: www.ifp.illinois.edu Language: English - Date: 2003-07-08 15:59:34 Divisor Expected value Covariance and correlation Multivariate statistics Digital signal processing Fourier analysis Distance correlation Covariance
263	Definitions of dependence measures and basic properties Asymptotic variance of the tau-estimators for copulas Asymptotic variance for elliptical distributions Modelling and Estimation of Stochastic Dependence Add to Reading List Source URL: fam.tuwien.ac.at Language: English - Date: 2010-09-11 12:00:30 Statistics Statistical theory Estimation theory Independence Multivariate statistics Covariance and correlation Normal distribution Estimator Efficiency Variance Correlation and dependence Elliptical distribution
264	Are Stocks Really Less Volatile in the Long Run? ˇ ´ LUBO Sˇ PASTOR Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-25 20:51:45 Statistics Data analysis Analysis Mathematical finance Least squares Variance Standard deviation Volatility Coefficient of determination Autoregressive model Covariance and contravariance Expected value
265	Definitions of dependence measures and basic properties Asymptotic variance of the tau-estimators for copulas Asymptotic variance for elliptical distributions On the Asymptotic Variance of the Estimator of Kendall’s Ta Add to Reading List Source URL: fam.tuwien.ac.at Language: English Statistical theory Estimation theory Covariance and correlation Normal distribution Estimator Efficiency Variance Correlation and dependence Bias of an estimator Asymptotic distribution
266	Julia: A Fast Dynamic Language for Technical Computing Jeff Bezanson∗ MIT Stefan Karpinski† MIT Add to Reading List Source URL: karpinski.org Language: English - Date: 2016-04-13 16:19:52 Software engineering Computer programming Computing Type theory Data types Polymorphism Object-oriented programming Subroutines Covariance and contravariance Parameter Type system Anonymous function
267	Tests for Covariance Matrix with Fixed or Divergent Dimension Rongmao Zhang∗, Liang Peng† and Ruodu Wang‡ Final version 30 May, 2013 Abstract Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-01-12 22:01:00 Statistics Mathematical analysis Probability Probability distributions Stable distributions Normal distribution Covariance and correlation Summary statistics Multivariate normal distribution Covariance Chi-squared distribution Variance
268	Discussion on Brownian distance covariance by G. J. Szekely and M. L. Rizzo Add to Reading List Source URL: select.cs.cmu.edu Language: English - Date: 2010-05-06 01:28:07 Covariance and correlation Multivariate statistics Probability theory Hilbert space Independence Positive-definite kernel Distance correlation Reproducing kernel Hilbert space Covariance Characteristic function Kernel Multivariate random variable
269	Programming with Polymorphic Variants Jacques Garrigue Research Institute for Mathematical Sciences Kyoto University, Kyoto, JAPAN Add to Reading List Source URL: www.math.nagoya-u.ac.jp Language: English - Date: 2010-12-28 20:49:23 Software engineering Type theory Programming language theory Computing Parametric polymorphism Polymorphism Type system Covariance and contravariance HindleyMilner type system Type inference Subtyping System F
270	Homework 3 solutions Joe Neeman September 22, Recall that the best linear predictor of Y given Z is and linear function of Z (say, P (Y \|Z) = aZ + b) that satisfies (by the projection theorem) EP (Y \|Z) = EY and Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2010-10-12 00:18:34 Covariance and correlation Algebra of random variables Covariance Partial autocorrelation function

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