Generalizing variance to two dimensions
118351
Confidence regions on bivariate normal distributions using $\hat{\Sigma}_{MLE}$ or $\mathbf{S}$
43685
Generalized rotation matrix in N dimensional space around N-2 unit vector
119647
Average norm of a N-dimensional vector given by a normal distribution
32161
Conditionally heteroskedastic linear regression: How can I model variance from given predictors?
139722
Computing the expectation of conditional variance in 2 ways
35178
Covariance of order statistics (uniform case)
25331
Online estimation of variance with limited memory
158072
Variance of Gaussian linear combination
40925
How to perform regression with different error variances
37786
Variance with minimal MSE in normal distribution
99361
Sample a random rotation in $n$ dimensions
95625
Variance of product of multiple independent random variables
34955
Is there a name or reference in a published journal/book for the following variance formula?
94853
The linearity of variance
137103
Random Gaussian Variables
157044
$\chi^2 $ of multidimensional data
49652
Generating random variables from a mixture of Normal distributions