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University of California, Los Angeles
Lecture three of a three part series
Abstract: The spectral theory...   Statistics 101: The Covariance Matrix Views: 19418 Statistics 101: The Covariance Matrix
In this video we discuss the anatomy of a covariance matrix. Unfortunately covariance matrices are often... 
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 Sample Covariance and Correlation Views: 10515 Calculation of sample covariance and correlation   Kamal haasan Karan Thapar Views: 208496 One of the icons of South Indian Actor, screenwriter, Director, Producer, Dancer, Singer, Artist, Teacher.. Oh dear, and so much more..
Here is an... 
 Estadística: Matriz VarianzaCovarianza y Método Acumulada Clase 15(Parte 1) Views: 1670 Clase 15
Matriz VarianzaCovarianza y Método Acumulada (Parte 2/2)
Doctor Francisco Vera Alcívar
Departamento de Ciencias Naturales y Matemáticas   Statistics 101: Introduction to the Poisson Distribution Views: 29439 Statistics 101: Introduction to the Poisson Distribution
In this video we discuss the basic characteristics of the Poisson Distribution using a... 
 Lec 15  MIT 18.085 Computational Science and Engineering I Views: 9745 Numerical methods in estimation: recursive least squares and covariance matrix
A more recent version of this course is available at:...   Linear Regression  Least Squares Criterion Part 1 Views: 53768 Linear Regression  Least Squares Criterion. In this video I just give a quick overview of linear regression and what the 'least square criterion'... 
 (PP 6.1) Multivariate Gaussian  definition Views: 11031 Introduction to the multivariate Gaussian (or multivariate Normal) distribution.   Multivariate Gaussian Random Vectors  Part 2  Properties Views: 2737 Three important properties of a Gaussian Random Vector. 
 Statistics 101: Understanding Covariance Views: 33432 Statistics 101: Covariance.
In this video we discuss the very basics of what covariance is (and isn't) using two realworld examples; stock market...   Lecture  32 Gaussian Random Processes Views: 15401 Lecture Series on Communication Engineering by Prof.Surendra Prasad, Department of Electrical Engineering ,IIT Delhi. For more details on NPTEL... 
 How to get portfolio variance/VaR from the covariance matrix Views: 31479 To get portfolio variance, we postmultiply the vector of positions (x) by the covariance matrix, then premultiply the transposed vector (x').   Generating the VarianceCovariance Matrix Views: 59445 This is a followup video to a video posted previously by Dr. Colby Wright explaining how to execute meanvariance portfolio optimization in Excel.... 
 Covariance matrix Views: 69516 A covariance matrix, in finance, is a square matrix that contains covariances between portfolio assets. Because, for example, the element in row...   Maximum Likelihood Example: Normal Views: 50734 The use of maximum likelihood estimation to estimate the mean of a normally distributed random variable. 
 Calculating a Sample Standard Deviation (for ungrouped data) Views: 25942 © Maky Manchola  We present an example on how to calculate a sample standard deviation for ungrouped data.   How to Calculate a Beta Views: 28628 How to Calculate a Beta
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 How to make the variancecovariance matrix in Excel: Portfolio Models #1 Views: 20205 A short video on how to make the variancecovariance matrix in Excel, which is a basic skill needed if you are going to optimize portfolios. If you... 