Sorry, no online dictionaries contain the exact phrase direct covariance.
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Reverse dictionary results:
1. correlation coefficient
 2. correlation
3. inverse
4. mean
5. routing
6. decision
7. deviation
8. differential
9. distribution
10. equity
 11. gradient
12. probability
13. skewness
14. autocorrelation
15. covariation
16. uncorrelated
17. variance
18. covariant
19. ancova
20. coefficient
 21. compositional
22. computable
23. configurational
24. correlational
25. correlations
26. covariances
27. covariate
28. deflections
29. entropy
30. factorial
 31. heritability
32. independence
33. interaction
34. likelihoods
35. loadings
36. markov
37. modified
38. multidimensional
39. non-association
40. probabilities

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