What is the covariance matrix of a fixed matrix multiplied by a vector of random variables?
116369
What is the variance of Y = AX where A is a matrix?
38224
Bias-Variance decomposition derivation
26386
How to estimate the matrix condition number in the 2-Norm?
87448
Why is a sample covariance matrix singular when sample size is less than number of variables?
9621
Bound for the correlation of three random variables
53419
Nice presentation of correlation matrix
58017
When is it necessary to estimate the covariance matrix instead of calculating it directly?
137103
Random Gaussian Variables
81420
Linear transformation of a binomial random variable?
61051
Covariance term in simple linear regression
35178
Covariance of order statistics (uniform case)
155765
How to derive the covariance matrix of $\hat\beta$ in linear regression?
36144
Deriving the conditional distributions of a multivariate normal distribution
39112
Does a correlation matrix of two variables always have the same eigenvectors?
68512
$\sigma$ algebra of collection of random variables
64802
How to draw confidence ellipse from a covariance matrix?
115451
What is the difference between a tensor, vector, and a matrix?