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covariance matrix  

Definición

  • A square matrix formed of the covariances of variables. This is directly comparable to the ∗correlation matrix, since correlations are standardized (expressed in ∗z scores) covariances. [Source: Dictionary of Statistics & Methodology; Covariance Matrix]

Concepto genérico

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URI

http://data.loterre.fr/ark:/67375/N9J-KD1P80BX-D

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