Sample variance, often denoted as ‘s^2,’ is a measure used to determine how spread out a data set is. It helps reveal the degree to which the individual data points differ from the mean value of the ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
The program is an implementation of the above paper by Farhad Pourkamali-Anaraki (2016). The CovarianceMatrix class provides a biased and an unbiased estimator as proposed by the author and compares ...
Abstract: Covariance matrix estimation is an important step for space-time adaptive processing (STAP) in radar. The sample covariance matrix can be used as an estimate of the covariance matrix.
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