Prove that sample covariance matrix is positive definite
123573
Is a sample covariance matrix always symmetric and positive definite?
155765
How to derive the covariance matrix of $\hat\beta$ in linear regression?
9381
How to derive variance-covariance matrix of coefficients in linear regression
51678
Proof that the largest eigenvalue of a stochastic matrix is $1$
150482
Proving that the magnitude of the sample correlation coefficient is at most $1$
146405
Norm with symmetric positive definite matrix
37653
Singular covariance matrix in Mahalanobis distance in Matlab
34697
Why is the Fisher Information matrix positive semidefinite?
36775
Matrix semi-positive definite
18470
A practical way to check if a matrix is positive-definite
98317
What is the geometric relationship between the covariance matrix and the inverse of the covariance matrix?
86623
Why is $B^TB+\lambda\Omega$ positive definite?
62513
Proving that the estimate of a mean is a least squares estimator?
14320
How to prove that eigenvectors from different eigenvalues are linearly independent
4509
Proof that an involutory matrix has eigenvalues 1,-1
88473
Proof that the trace of a matrix is the sum of its eigenvalues
7442
completing the square for Gaussian multivariate estimation