In multivariate normal distribution, what does it imply if the covariance matrix does not have full rank
32930
What is rank deficiency, and how to deal with it?
60736
Looking for an intuitive explanation why the row rank is equal to the column rank for a matrix
119529
Is joint normality a necessary condition for the sum of normal random variables to be normal?
86364
Does Frisch–Waugh–Lovell theorem change the covariance matrix on regression coefficients?
39112
Does a correlation matrix of two variables always have the same eigenvectors?
39585
Connection between rank and matrix product
29123
Multivariate distributions
79525
How to compute the marginal likelihood given two multivariate Normal distribution?
152395
Random matrix theory impact on covariance matrix analysis
155765
How to derive the covariance matrix of $\hat\beta$ in linear regression?
25000
Need help to understand Maximum Likelihood Estimation for multivariate normal distribution?
4503
Assumptions of linear models and what to do if the residuals are not normally distributed
10482
Prove $(\sum_{i=1}^{n}X_{i},\sum_{i=1}^{n}X_{i}^{2})$ is not a complete statistic for $N(\mu,\mu^2)$ distribution
153669
Conditional expectation of a bivariate normal distribution
47872
Should covariates that are not statistically significant be 'kept in' when creating a model?
158716
Cholesky versus eigendecomposition for drawing samples from a multivariate normal distribution
61003
Why shouldn't the denominator of the covariance estimator be n-2 rather than n-1?