Is there a name for "uncentered covariance matrix"?
3150
Is there an intuitive interpretation of $A^TA$ for a data matrix $A$?
90089
Why are PCA eigenvectors orthogonal and what is the relation to the PCA scores being uncorrelated?
20900
Regression without intercept: deriving $\hat{\beta}_1$ in least squares (no matrices)
151868
Combining 2 covariance matrices
43685
Generalized rotation matrix in N dimensional space around N-2 unit vector
19244
Covariance of a random vector after a linear transformation
129345
Name for matrices with orthogonal (not necessarily orthonormal) rows
37836
Generalized eigenvectors in MATLAB?
6316
PCA on correlation or covariance?
67129
non-central chi-square probability and non-centrality parameter
124712
Moment generating function for multivariate normal
35178
Covariance of order statistics (uniform case)
48567
Skewed variables in PCA or factor analysis
110894
Does the variance of a sum equal a double sum of covariances?
88431
Jointly Gaussian uncorrelated random variables are independent
155765
How to derive the covariance matrix of $\hat\beta$ in linear regression?
88211
Generate normally distributed random numbers with non positive-definite covariance matrix