Mathematical Proceedings of the Royal Irish Academy, Vol. 99A, No. 2 (Dec., 1999), pp. 171-177 (7 pages) In this paper we derive the exact covariance of some sample moments for 'simple random sampling ...

We study sample covariance matrices of the form $W=(1/n)CC^{\intercal}$, where C is a k × n matrix with independent and identically distributed (i.i.d.) mean 0 ...

Analysis of covariance combines some of the features of both regression and analysis of variance. Typically, a continuous variable (the covariate) is introduced into the model of an ...

Covariance and contravariance are precise terms that describe which conversions are safe on parameters and return types. Learn practical definitions for those terms, what new constructs will be ...

The BLOCKS statement finds a design that maximizes the determinant |X'AX| of the treatment information matrix, where A depends on the block or covariate model. Alternatively, you can directly specify ...

Unlock the full InfoQ experience by logging in! Stay updated with your favorite authors and topics, engage with content, and download exclusive resources. This article dives into the happens-before ...

The estimation of portfolio value-at-risk (VaR) requires a good estimate of the covariance matrix. As it is well known that a sample covariance matrix based on some historical rolling window is noisy ...