- partial covariance function
- partial covariance function Teilkovarianzfunktion f
English-German dictionary of Electrical Engineering and Electronics. 2013.
English-German dictionary of Electrical Engineering and Electronics. 2013.
Partial autocorrelation function — In time series analysis, the partial autocorrelation function (PACF) or PARtial autoCORrelation (PARCOR) plays an important role in data analyses aimed at identifying the extent of the lag in an autoregressive model. The use of this function was… … Wikipedia
Partial correlation — In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of controlling random variables removed. Contents 1 Formal definition 2 Computation 2.1 Using… … Wikipedia
Covariance — This article is about the measure of linear relation between random variables. For other uses, see Covariance (disambiguation). In probability theory and statistics, covariance is a measure of how much two variables change together. Variance is a … Wikipedia
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Covariance matrix — A bivariate Gaussian probability density function centered at (0,0), with covariance matrix [ 1.00, .50 ; .50, 1.00 ] … Wikipedia
Survival function — The survival function, also known as a survivor function or reliability function, is a property of any random variable that maps a set of events, usually associated with mortality or failure of some system, onto time. It captures the probability… … Wikipedia
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Proportional hazards models — are a class of survival models in statistics. Survival models relate the time that passes before some event occurs to one or more covariates that may be associated with that quantity. In a proportional hazards model, the unique effect of a unit… … Wikipedia
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Ornstein–Uhlenbeck process — Not to be confused with Ornstein–Uhlenbeck operator. In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive… … Wikipedia
Vaclav E. Benes — Vaclav Edvard Vic Benes (born 1930) is a Czech American mathematician, known for his contributions to the theory of stochastic processes, queueing theory and control theory, as well as the design of telecommunications switches.He studied under… … Wikipedia