variance-covariance matrix

GP method premises the hypothesis that random error follows an independently and identically distribution, and the asymptotic distribution of the test statistic is dependent on variance-covariance matrix ( in relation to data generation process). Then, critical values cannot be tabulated.

GP法是以随机干扰项是独立同分布假设为前提，其检验统计量渐近分布依赖于方差-协方差矩阵，临界值无法列成表格。

互联网摘选

Study on Calculating Rigorously Lateral Link-up Error in GPS Tunnel Control Network Based on Variance-covariance Matrix of Coordinates

基于坐标协因数阵的GPS网隧道横向贯通中误差严密计算方法研究

互联网摘选

An algorithm based on inverse matrix for mean variance portfolio selection model is proposed.

介绍均值方差资产组合选择模型的一种以逆矩阵为基础的算法.

互联网摘选

Except the parameter estimation ( 1), the other four items ( 2)~ ( 5) all require that the variance-covariance matrix of the basic vector including the observations, the estimated parameters, the residuals and the adjustments of the observations are explicit and computable.

除参数估计（1）外，其余四项内容都需要基本向量（包括观测量、参数估计量、残差向量以及观测量平差量）的方差协方差矩阵具有明显可计算的形式。

互联网摘选