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cross-covariance

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Examples

  • There, one first regresses x (proxies) on y (temperature) and then inverts the result, which yields, according to eq. (5), the linear model where the “+” indicates the Moore–Penrose (pseudo) inverse, with , , etc. denoting the cross-covariance between x and x, and y and x, respectively and using the matrix

    MBH and Partial Least Squares « Climate Audit 2006

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