Covariance definition

Covariance means, in relation to any two Selection Pool Indices and an Index Selection Date, the level (expressed as a percentage) calculated by the Index Sponsor using the following formula:
Sample 1Sample 2Sample 3
Covariance means: Cov = 1∑m−1��Rk − R� �� × �Rk − R�� ��m−1k=1 1 1 2 2• For each Underlying i the standard deviation is defined as
Sample 1

Examples of Covariance in a sentence

  • UNIT II TWO - DIMENSIONAL RANDOM VARIABLES 9+3Joint distributions – Marginal and conditional distributions – Covariance – Correlation and Linear regression – Transformation of random variables.

  • A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity.

  • Cutoff Criteria for Fit Indexes in Covariance Structure Analysis: Conventional Criteria Versus New Alternatives.

  • Required SectionsHeader Metadata Ephemeris Data(Appropriate comments should also be included, although they are not required.)AllowableCovariance Matrix (optional)Repetitions ofMetadataSectionsEphemeris Data Covariance Matrix (optional) Metadata Ephemeris Data Covariance Matrix (optional) Metadata Ephemeris Data Covariance Matrix (optional) …etc.

  • Note the gradient computation w.r.t. the Cholesky factor has cost O(D^3), although the resulting gradient variance is generally expected to be lower.A distribution over vectors in which all the elements have a joint Gaussian density.Parameters• loc (torch.Tensor) – Mean.• scale_tril (torch.Tensor) – Cholesky of Covariance matrix.

  • Eddy Covariance: A Practical Guide to Measurement and Data Analysis (Springer Netherlands, Dordrecht, 2012).

  • Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data.

  • Kraay, Consistent Covariance Matrix Estimation With Spatially De- pendent Panel Data, The Review of Economics and Statistics, November 1998, 80 (4), 549 560.

  • June 2004, Granada (Spain).⚫International Seminar on Special Functions with a View on Building Space-Time Covariance Functions.

  • Covariance functions which are stationary or nonstationary in space and stationary in time.

Related to Covariance

  • Variance means a grant of relief from the requirements of this chapter which permits construction in a manner that would otherwise be prohibited by this chapter.

  • Permitted Variance has the meaning given in Section 6.15.

  • Variance Report shall have the meaning assigned to such term in Section 5.01(g).

  • COGSA means the Carriage of Goods by Sea Act of the United States of America approved on 16th April 1936.

  • Title V operating permit means a permit issued under Chapter 3745-77 of the Administrative Code.

  • Operating Permit means a permit issued pursuant to section 10 of this local law. The term “Operating Permit” shall also include an Operating Permit which is renewed, amended or extended pursuant to any provision of this local law.

  • DIP Budget means the “Approved Budget” as defined in the DIP Term Facility Order.

  • Initial Environmental Examination or “IEE” means the initial environmental examination for the Project, including any update thereto, prepared and submitted by the Borrower and cleared by ADB;

  • Study means the investigation to be conducted in accordance with the Protocol.

  • Phase 1 means the first implementation phase of this section, beginning June 1, 2018 and ending May 31, 2022.

  • Phase II means the second part of the tuition incentive assistance program which provides assistance in the third and fourth year of 4-year degree programs.

  • operating licence means an authorisation granted by the competent licensing authority to an undertaking, permitting it to provide air services as stated in the operating licence;

  • Development Authority means the New Jersey Schools

  • Waiver or variance means action by the board which suspends in whole or in part the requirements or provisions of a rule as applied to an identified person on the basis of the particular circumstances of that person. For simplicity, the term “waiver” shall include both a “waiver” and a “variance.”

  • Collaborative drug therapy management means participation by an authorized pharmacist and a physician in the management of drug therapy pursuant to a written community practice protocol or a written hospital practice protocol.

  • Forecast GDP means the average forecast for British Columbia’s real GDP growth made by the Economic Forecast Council and as reported in the annual February budget of the government;

  • Peak tube potential means the maximum value of the potential difference across the x-ray tube during an exposure.

  • Development Permit means a document authorizing a development issued pursuant to this Land Use Bylaw;

  • Phase I Environmental Site Assessment means a Phase I environmental property assessment of the Assets that satisfies the basic assessment requirements set forth under the current ASTM International Standard Practice for Environmental Site Assessments (Designation E1527-13) or any other visual site assessment or review of records, reports or documents.

  • Treatability study means a study in which a hazardous waste is subjected to a treatment process to determine: (1) Whether the waste is amenable to the treatment process, (2) what pretreatment (if any) is required, (3) the optimal process conditions needed to achieve the desired treatment, (4) the efficiency of a treatment process for a specific waste or wastes, or (5) the characteristics and volumes of residuals from a particular treatment process. Also included in this definition for the purpose of the § 261.4 (e) and (f) exemptions are liner compatibility, corrosion, and other material compatibility studies and toxicological and health effects studies. A “treatability study” is not a means to commercially treat or dispose of hazardous waste.

  • Quarterly (1/Quarter) sampling frequency means the sampling shall be done in the months of March, June, August, and December, unless specifically identified otherwise in the Effluent Limitations and Monitoring Requirements table.

  • Development Phase means the period before a vehicle type is type approved.

  • Collaborative pharmacy practice agreement means a written and signed

  • Collaborative pharmacy practice means a practice of pharmacy whereby one or

  • Phase 4 Clinical Trial means a Clinical Study in any country which is conducted after Regulatory Approval of a product has been obtained from an appropriate Regulatory Authority, consisting of trials conducted voluntarily for enhancing marketing or scientific knowledge of an approved indication and trials conducted due to request or requirement of a Regulatory Authority.

  • NOAA means National Oceanic and Atmospheric Administration or successor thereto.