1.
The Limiting Spectral Density of the Sample Covariance Matrix from Causal AR(1) Model;
AR（1）模型的样本协方差阵的极限谱密度
2.
Analyzing the difference of positive defined matrix of discrete and continuous sample;
分析离散型与连续型样本协方差阵正定性
3.
sample variance-covariance matrix
样本方差－协方差矩阵
4.
A Study on the Testing of Equal Mean & Covariance Matrix and Its Application;
双样本协方差矩阵和均值向量齐性检验的研究及其应用
5.
Clt of Linear Spectral Statistics for Large Dimensional Sample Covariance Matrices
大维样本协方差矩阵的线性谱统计量的中心极限定理
6.
nonscalar variance-covariance matrix
非纯量方差－协方差矩阵
7.
A New Inverse Method of Covariance Matrix in STAP
STAP中协方差矩阵新的求逆方法
8.
Blind CFA Interpolation Detection Based on Covariance Matrix
基于协方差矩阵的CFA插值盲检测方法
9.
Object Tracking Algorithm Based on Region Covariance Matrix
基于区域协方差矩阵的目标跟踪方法
10.
covariance for simple random sampling
简单随机抽样协方差
11.
The Derivation and Application of the Inverse of the Covariance Matrix in Portfolio Analysis;
投资组合中协方差矩阵的逆矩阵的推导及应用
12.
Application of forward-backward averaging covariance matrix estimation in radar array
雷达阵列中前后向平滑协方差矩阵估计应用
13.
Blind Separation Algorithm Based on Diagonalization of the Covariance Matrix
基于协方差矩阵对角化的盲信号分离
14.
An Element Error Compensation STAP Approach Based on Covariance Matrix Taper
一种基于协方差矩阵加权的阵元误差补偿STAP处理
15.
A effective method of acquire the subspace of array signal covariance matrix
一种提取阵列信号协方差矩阵子空间的有效方法
16.
Solving the Optimal Portfolio of Singular Covariance Matrix by Orthogonal Linear Transformation
正交变换求解奇异协方差矩阵的投资组合问题
17.
The Sufficient and Necessary Condition of the Quadratic Admissible Estimate for Covariance Matrix
协方差阵二次型估计可容许的充要条件
18.
The Properties of Portfolio′s Covariance Matrix and The Optimal Portfolio Selection
投资组合协方差矩阵的性质与最优组合的选择