Diagonal covariance means that points are oriented along x or y axis I think this is not accurate. Diagonal covariance means that the x and y variables are independent (and thus the ellipses ...

Abstract: Data-driven approaches have been widely used in the field of traction system and equipment fault diagnosis. However, limited training samples can cause data-driven models to face the dilemma ...

A monthly food distribution at Normal West high school often included staples such as potatoes and apples. A food pantry that serves hundreds of Bloomington-Normal residents each month is ending. One ...

ABSTRACT: This paper considers efficient set mathematics for the case where the covariance matrix of asset returns is assumed known but ex ante the vector of expected returns is replaced by an ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J. Brock is a CFA and CPA with more ...

The HotellingEllipse package helps draw the Hotelling's T-squared ellipse on a PCA or PLS score scatterplot by computing the Hotelling's T-squared statistic and providing the ellipse's x-y coordinates ...