Question

How to find covariance matrix from correlation if mean is not given?

score 59 · Answer 1 · 2026-03-30 05:09:48

59

Views

How to find covariance matrix from correlation if mean is not given?

Published on 30 Mar 2026 - 5:09

score 24 · Answer 2 · 2015-06-10 13:30:16

24

Views

Find $W\in\mathbb{R}^{T \times N}$ such that for $X\in\mathbb{R}^{T \times N}$: $X'X=W'W-\frac{1}{T}W'\iota_T\iota_T'W$

Published on 10 Jun 2015 - 13:30

score 355 · Answer 3 · 2015-06-10 22:17:17

355

Views

Does $\operatorname{Cov}(X,Y) = 0$ mean $\operatorname{Cov}(X,\log Y) = 0$?

Published on 10 Jun 2015 - 22:17

score 720 · Answer 4 · 2015-06-15 21:18:17

720

Views

Bounding the Eigenvalues of a Scaled Covariance Matrix

Published on 15 Jun 2015 - 21:18

score 309 · Answer 5 · 2026-03-28 04:53:20

309

Views

Finding covariance, $covar(y_t,y_{t-i})$ of AR(2)

Published on 28 Mar 2026 - 4:53

score 365 · Answer 6 · 2015-06-17 15:00:44

365

Views

Weak convergence of one Gaussian Process to another one- determined by covariance function?

Published on 17 Jun 2015 - 15:00

score 127 · Answer 7 · 2015-06-18 10:56:08

127

Views

Are RV having same exp. value and covariance already have the same distribution?

Published on 18 Jun 2015 - 10:56

score 76 · Answer 8 · 2026-03-29 07:39:07

76

Views

Calculate variance as $n \to \infty$ using the covariance

Published on 29 Mar 2026 - 7:39

score 322 · Answer 9 · 2015-06-18 13:34:03

322

Views

Throwing the symmetric dice

Published on 18 Jun 2015 - 13:34

score 290 · Answer 10 · 2015-06-22 02:39:47

290

Views

Application Problem: Random Sums of Random Variables and Correlation

Published on 22 Jun 2015 - 2:39

score 56 · Answer 11 · 2026-03-30 05:04:21

56

Views

How represent correlation of $(f_i - f_j) $ and some $ y$ by $cov(f_i, f_j)$, $cov(f_i, y)$ and $cov(f_j, y)$?

Published on 30 Mar 2026 - 5:04

score 287 · Answer 12 · 2015-06-24 18:48:31

287

Views

Matrix Dimension's effect on Positive Definiteness

Published on 24 Jun 2015 - 18:48

score 3.2k · Answer 13 · 2026-03-26 17:32:38

3.2k

Views

Variance of Portfolio of Assets

Published on 26 Mar 2026 - 17:32

score 427 · Answer 14 · 2026-03-30 05:08:35

427

Views

In a simple regression model estimated using OLS, the covariance between the estimated errors and regressors is zero by construction

Published on 30 Mar 2026 - 5:08

score 1.6k · Answer 15 · 2026-03-30 10:16:32

1.6k

Views

What is meant by statisticians when they talk about between population differences vs within population differences?

Published on 30 Mar 2026 - 10:16

List Question

How to find covariance matrix from correlation if mean is not given?

Find $W\in\mathbb{R}^{T \times N}$ such that for $X\in\mathbb{R}^{T \times N}$: $X'X=W'W-\frac{1}{T}W'\iota_T\iota_T'W$

Does $\operatorname{Cov}(X,Y) = 0$ mean $\operatorname{Cov}(X,\log Y) = 0$?

Bounding the Eigenvalues of a Scaled Covariance Matrix

Finding covariance, $covar(y_t,y_{t-i})$ of AR(2)

Weak convergence of one Gaussian Process to another one- determined by covariance function?

Are RV having same exp. value and covariance already have the same distribution?

Calculate variance as $n \to \infty$ using the covariance

Throwing the symmetric dice

Application Problem: Random Sums of Random Variables and Correlation

How represent correlation of $(f_i - f_j) $ and some $ y$ by $cov(f_i, f_j)$, $cov(f_i, y)$ and $cov(f_j, y)$?

Matrix Dimension's effect on Positive Definiteness

Variance of Portfolio of Assets

In a simple regression model estimated using OLS, the covariance between the estimated errors and regressors is zero by construction

What is meant by statisticians when they talk about between population differences vs within population differences?

Trending Questions

Popular # Hahtags

Popular Questions