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  2. Covariance matrix - Wikipedia

    en.wikipedia.org/wiki/Covariance_matrix

    Throughout this article, boldfaced unsubscripted and are used to refer to random vectors, and Roman subscripted and are used to refer to scalar random variables.. If the entries in the column vector = (,, …,) are random variables, each with finite variance and expected value, then the covariance matrix is the matrix whose (,) entry is the covariance [1]: 177 ...

  3. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in Rp×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. [1]

  4. Sample mean and covariance - Wikipedia

    en.wikipedia.org/wiki/Sample_mean_and_covariance

    The sample mean (sample average) or empirical mean (empirical average), and the sample covariance or empirical covariance are statistics computed from a sample of data on one or more random variables. The sample mean is the average value (or mean value) of a sample of numbers taken from a larger population of numbers, where "population ...

  5. Covariance and correlation - Wikipedia

    en.wikipedia.org/wiki/Covariance_and_correlation

    where E is the expected value operator. Notably, correlation is dimensionless while covariance is in units obtained by multiplying the units of the two variables. If Y always takes on the same values as X, we have the covariance of a variable with itself (i.e. ), which is called the variance and is more commonly denoted as the square of the ...

  6. Newey–West estimator - Wikipedia

    en.wikipedia.org/wiki/Newey–West_estimator

    Newey–West estimator. A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression-type model where the standard assumptions of regression analysis do not apply. [1] It was devised by Whitney K. Newey and Kenneth D. West in 1987, although there are a number ...

  7. Generalized estimating equation - Wikipedia

    en.wikipedia.org/wiki/Generalized_estimating...

    Generalized estimating equation. In statistics, a generalized estimating equation (GEE) is used to estimate the parameters of a generalized linear model with a possible unmeasured correlation between observations from different timepoints. [1][2] Although some believe that GEEs are robust in everything [who?], even with the wrong choice of ...

  8. Analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_covariance

    Analysis of covariance (ANCOVA) is a general linear model that blends ANOVA and regression. ANCOVA evaluates whether the means of a dependent variable (DV) are equal across levels of one or more categorical independent variables (IV) and across one or more continuous variables. For example, the categorical variable (s) might describe treatment ...

  9. Multivariate random variable - Wikipedia

    en.wikipedia.org/wiki/Multivariate_random_variable

    Formally, a multivariate random variable is a column vector (or its transpose, which is a row vector) whose components are random variables on the probability space , where is the sample space, is the sigma-algebra (the collection of all events), and is the probability measure (a function returning each event's probability).