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Positive definiteness of a matrix-valued function

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#stochastic-processes #covariance #positive-definite
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Covariance of Residuals and Fitted Values in Linear Regression

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#expected-value #regression #covariance #linear-regression #regression-analysis
67
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How to calculate the covariance between two signals using the wavelet transform?

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#covariance #wavelets
141
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Proof to show that zero covariance implies independence for two Bernouilli-distributed variables

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#probability #statistics #independence #covariance #bernoulli-distribution
95
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Expected value of dependent matrix product

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#matrices #expected-value #covariance
71
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Covariance of $A$ and $B$

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#probability #probability-theory #solution-verification #covariance
59
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Geometric-moment contraction

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#probability #statistics #inequality #random-variables #covariance
93
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Random sparse positive semi-definite matrix

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#statistics #numerical-methods #covariance #positive-semidefinite #sparse-matrices
58
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Computing the Covariance of a Gaussian Process

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#probability-theory #stochastic-processes #covariance
53
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Example for stationary time series

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#statistics #covariance #time-series
24
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Proof for semidefinitiveness of symmetric matrix

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#matrices #covariance #symmetric-matrices #positive-semidefinite
70
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Calculate $\operatorname{Cov}(X, X^2)$ for $X \sim N(\mu, \mu^2)$

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#probability #normal-distribution #expected-value #covariance
73
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Does $\text{cov}(\lVert X-X' \rVert, \lVert X-X'' \rVert) \geq 0$ hold for i.i.d. random vectors?

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#probability #statistics #inequality #random-variables #covariance
28
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Calculate the correlation coefficient

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#probability #random-variables #expected-value #covariance #correlation
59
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Is it possible to calculate covariance of two normal distributions?

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#statistics #covariance

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