Is a covariance matrix defined through a Gaussian covariance function always positive-definite?
14806
How to prove that the radial basis function is a kernel?
86364
Does Frisch–Waugh–Lovell theorem change the covariance matrix on regression coefficients?
38969
Why does Covariance measure only Linear dependence?
82962
Partial Ordering of Positive Definite Matrices
48238
Prove the positive definiteness of Hilbert matrix
12868
Is the product of symmetric positive semidefinite matrices positive definite?
69349
If $A$ is positive definite, then $\int_{\mathbb{R}^n}\mathrm{e}^{-\langle Ax,x\rangle}\text{d}x=\left|\det\left({\pi}^{-1}A\right)\right|^{-1/2}$
91636
Are all eigenvectors, of any matrix, always orthogonal?
36775
Matrix semi-positive definite
88211
Generate normally distributed random numbers with non positive-definite covariance matrix
6293
Is there a way to use the covariance matrix to find coefficients for multiple regression?
37653
Singular covariance matrix in Mahalanobis distance in Matlab
91409
Semi positive definite matrix is always positive definite matrix
131026
Covariance and independence?
34036
Positive correlation and negative regressor coefficient sign
54211
If $A$ and $B$ are positive definite, then is $B^{-1} - A^{-1}$ positive semidefinite?
116309
Is this matrix positive semi-definite?