| 1. | Furthermore, let the covariance matrix be denoted by \ Sigma.
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| 2. | When the covariance is normalized, one obtains the correlation coefficient.
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| 3. | Sensible heat flux is commonly measured with the eddy covariance method.
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| 4. | These covariance matrices are computed by inverting the obtained information matrices.
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| 5. | Furthermore, covariance is negative, allowing for initial variance reduction.
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| 6. | To reveal the correlations we need to calculate the covariance map:
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| 7. | Also let \ Sigma be the covariance matrix of X.
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| 8. | The magnitude of the covariance is not easy to interpret.
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| 9. | In this sense covariance is a linear gauge of dependence.
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| 10. | Covariances play a key role in financial economics, especially in diversification.
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