List questions from covariance

Published on 25 Mar 2026 - 19:24

2.3k

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The empirical covariance matrix is a strongly consistent estimator of $C$.

Published on 02 Oct 2017 - 19:31

980

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Find $Cov(X,Y) $ for $f(x,y)=e^{-y}$, where $0 \leq x \leq y$ and $E[Y|X]=x+1$:

Published on 04 Oct 2017 - 5:04

569

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Finding Anomalies in Gaussian Distribution using Covariance

Published on 04 Oct 2017 - 5:44

155

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GMM - Covariance matrix is causing exponential to tend to infinity

Published on 05 Oct 2017 - 17:14

60

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Correlation and variance.

Published on 01 Apr 2026 - 1:39

491

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Finding $E[YZ]$ when $E[Y]$ and $E[Z]$ are known

Published on 03 Apr 2026 - 15:08

2.2k

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Variance of combination of random variables (not independent)

Published on 09 Oct 2017 - 9:46

272

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Covariance of population means

Published on 01 Apr 2026 - 1:09

565

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Problem of expectation of product of Brownian motion

Published on 11 Oct 2017 - 10:57

146

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Multivariable Expectation

Published on 01 Apr 2026 - 1:33

624

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Kalman filter initial prediction variance

Published on 29 Mar 2026 - 18:36

155

Views

Law of total covariance

Published on 14 Oct 2017 - 21:35

78

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Is this matrix singular and if yes, why?

Published on 14 Oct 2017 - 22:45

1.8k

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Covariance matrix decomposition - is $A^T\Sigma' A = A\Sigma' A^T$?

Published on 15 Oct 2017 - 20:23

List Question

How to avoid ill-conditioned covariance systems?

The empirical covariance matrix is a strongly consistent estimator of $C$.

Find $Cov(X,Y) $ for $f(x,y)=e^{-y}$, where $0 \leq x \leq y$ and $E[Y|X]=x+1$:

Finding Anomalies in Gaussian Distribution using Covariance

GMM - Covariance matrix is causing exponential to tend to infinity

Correlation and variance.

Finding $E[YZ]$ when $E[Y]$ and $E[Z]$ are known

Variance of combination of random variables (not independent)

Covariance of population means

Problem of expectation of product of Brownian motion

Multivariable Expectation

Kalman filter initial prediction variance

Law of total covariance

Is this matrix singular and if yes, why?

Covariance matrix decomposition - is $A^T\Sigma' A = A\Sigma' A^T$?

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