Sample Covariance
61003
Why shouldn't the denominator of the covariance estimator be n-2 rather than n-1?
87448
Why is a sample covariance matrix singular when sample size is less than number of variables?
53988
How to compute sample variance?
6293
Is there a way to use the covariance matrix to find coefficients for multiple regression?
123573
Is a sample covariance matrix always symmetric and positive definite?
9665
Proof of the independence of the sample mean and sample variance
19244
Covariance of a random vector after a linear transformation
44892
Marginal, joint, and conditional distributions of a multivariate normal
138325
Equivalence of two formulas for variance and covariance
9381
How to derive variance-covariance matrix of coefficients in linear regression
158402
Neyman-Pearson lemma: critical region and hypothesis testing
137156
How would you explain the difference between correlation and covariance?
112130
Multivariate and Marginal simulations
141301
Why covariance does not work with generic method
25242
Find $\operatorname{Cov}(F_n^* (x), F_n^* (y))$ for fixed real numbers $x, y$ where $F_n^* (x)$ is a sample distribution function
61051
Covariance term in simple linear regression
158716
Cholesky versus eigendecomposition for drawing samples from a multivariate normal distribution