Books on the topic 'Covariance'

Aubinet, Marc, Timo Vesala, and Dario Papale, eds. Eddy Covariance. Dordrecht: Springer Netherlands, 2012. http://dx.doi.org/10.1007/978-94-007-2351-1.

Mohsen Pourahmadi. High-Dimensional Covariance Estimation. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118573617.

Huitema, Bradley E. Analysis of covariance and alternatives. 2nd ed. Hoboken, N.J: Wiley, 2011.

Zagidullina, Aygul. High-Dimensional Covariance Matrix Estimation. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-80065-9.

Franke, Richard H. Covariance functions for statistical interpolation. Monterey, California: Naval Postgraduate School, 1986.

Huitema, Bradley E. Analysis of covariance and alternatives. 2nd ed. Hoboken, N.J: Wiley, 2011.

Huitema, Bradley E. The Analysis of Covariance and Alternatives. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2011. http://dx.doi.org/10.1002/9781118067475.

Lynn, Kirlin R., and Done William J, eds. Covariance analysis for seismic signal processing. Tulsa, OK: Society of Exploration Geophysicists, 1999.

R. Rakotomanana, Lalaonirina. Covariance and Gauge Invariance in Continuum Physics. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-91782-5.

Tsukuma, Hisayuki, and Tatsuya Kubokawa. Shrinkage Estimation for Mean and Covariance Matrices. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-1596-5.

Ichimura, Minoru. The covariance matrix of runs and ties. Fukuoka: Research Institute of Fundamental Information Science, Kyushu Univ., 1986.

United States. National Aeronautics and Space Administration. Scientific and Technical Information Division., ed. Development of a technique for estimating noise covariances using multiple observers. [Washington, D.C.]: National Aeronautics and Space Administration, Scientific and Technical Information Division, 1988.

Matthias, Herbert J. Bedeutung und Konstruktion von Kovarianzen in der Messtechnik. [Zürich]: Institut für Geodäsie und Photogrammetrie an der Eidgenössischen Technischen Hochschule Zürich, 1986.

Burba, G. Eddy covariance method: For scientific, industrial, agricultural, and regulatory applications ; a field book on measuring ecosystem gas exchange and areal emission rates. Lincoln, Nebraska: LI-COR Biosciences, 2013.

Chevallier, Julien, Stéphane Goutte, David Guerreiro, Sophie Saglio, and Bilel Sanhaji, eds. Financial Mathematics, Volatility And Covariance Modelling: Volume 2. Milton, Cambridge, UK: Routledge, 2019.

Sternberg, Shlomo. General covariance and the passive equations of physics. Jerusalem: the Israel Academy of Sciences and Humanities, 2006.

Formal structure of electromagnetics: General covariance and electromagnetics. Mineola, NY: Dover Publications, 1997.

Tibshirani, Robert. The covariance inflation criterion for adaptive model selection. Toronto: University of Toronto, Dept. of Statistics, 1997.

Hawkins, Doyle Louis. Estimating transition probabilities from aggregate samples augmented by haphazard recaptures II: The case of covariates. Arlington: Dept. of Mathematics, University of Texas at Arlington, 1997.

Ihorst, Gabriele. Verbesserte Schatzverfahren auf der Grundlage des Covariance-Adjustment-Prinzips. Frankfurt a.M: Hain, 1993.

Parent, Daniel. Matching, human capital, and the covariance structure of earnings. Princeton: Princeton University, Industrial Relations Section, 1995.

Bera, Anil K. On some heteroskedasticity-robust estimators of variance-covariance matrix. Champaign: University of Illinois at Urbana-Champaign, 1993.

Cappellari, Lorenzo. On the covariance structure and mobility of Italian wages. [s.l.]: typescript, 1999.

Multiple regression and the analysis of variance and covariance. 2nd ed. New York: W.H. Freeman, 1985.

Anderson, Gordon. Alternative error covariance assumptions in dynamic panel data models. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1988.

Press, S. James. The MISER criterion for imbalance in the analysis of covariance. Santa Monica, CA: Rand Corporation, 1985.

Press, S. James. The multivariate MISER criterion for balancing multiple-outcome experiments. Santa Monica, CA: Rand, 1986.

Estrella, Arturo. Consistent covariance matrix estimation in probit models with autocorrelated errors. [New York, N.Y.]: Federal Reserve Bank of New York, 1998.

Zhou, Bin. Estimating the covariance matrix from unsynchronized high frequency financial data. Cambridge, Mass: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1995.

Jong, Robert M. de. Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices. Cardiff: Cardiff Business School, 1996.

Ramos, Xavier. The covariance structure of earnings in Great Britain: 1991-1995. Colchester: ESRC Research Centre on Micro-Social Change, 1999.

Aubinet, Marc. Eddy Covariance: A Practical Guide to Measurement and Data Analysis. Dordrecht: Springer Netherlands, 2012.

Bolt, Daniel. Estimation of item dimensional measurement direction using conditional covariance patterns. Newtown, PA: Law School Admission Council, 2002.

Daniel, Kent. Covariance risk, mispricing, and the cross section of security returns. Cambridge, MA: National Bureau of Economic Research, 2000.

Introducing ANOVA and ANCOVA: A GLM approach. London ; Thousand Oaks, Calif: SAGE, 2001.

Woodruff, David J. Linear models for item scores: Reliability, covariance structure, and psychometric inference. Iowa City, Iowa: American College Testing Program, 1993.

United States. National Aeronautics and Space Administration., ed. Coherent Doppler Lidar signal covariance including wind shear and wind turbulence. [Washington, DC: National Aeronautics and Space Administration, 1993.

Great Lakes Environmental Research Laboratory, ed. Covariance properties of annual net basin supplies to the Great Lakes. Ann Arbor, Mich: U.S. Dept. of Commerce, National Oceanic and Atmospheric Administration, Environmental Research Laboratories, Great Lakes Environmental Research Laboratory, 1994.

Michael, Baker. Growth rate heterogeneity and the covariance structure of life cycle earnings. Toronto: Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1992.

Spatial statistics and spatio-temporal data: Covariance functions and directional properties. Chichester, West Sussex, U.K: Wiley, 2011.

South, Andrew John. Covariance structure analysis for both the single and multiple group cases. Manchester: University of Manchester, 1994.

Hausman, Jerry A. Efficient estimation and identification of simultaneous equation models with covariance restrictions. Cambridge, Mass: Dept. of Economics, Massachusetts Institute of Technology, 1985.

Gaver, Donald Paul. Bayesian prediction of mean square errors with covariates. Monterey, Calif: Naval Postgraduate School, 1992.

Hyslop, Dean. The covariance structure of intrafamily earnings, rising inequality and family labor supply. Princeton: Princeton University, Industrial Relations Section, 1994.

Passos, Jose. Finite-sample performance of the heteroskedasticity and autocorrelation consistence covariance matrix estimators. Bristol: University of Bristol, Department of Economics, 1994.

Srivastava, M. S. Classification with a preassigned error rate when two covariance matrices are equal. Toronto: University of Toronto, Dept. of Statistics, 1998.

Knudsen, Per. Determination of local empirical covariance functions from residual terrain reduced altimeter data. Columbus, Ohio: Dept. of Geodetic Science and Surveying, Ohio State University, 1988.

Zhao, Yi. Optimal linear transformation of space-time block coding with channel covariance feedback. Ottawa: National Library of Canada, 2003.

Woodruff, David. A note on a relationship between covariance matrices and consistently estimated variance components. Iowa City, Iowa: American College Testing Program, 1995.

Khalaf, Lynda. Structural change in covariance and exchange rate pass-through: The case of Canada. Ottawa: Bank of Canada, 2006.