covariance matrix
measure of covariance of components of a random vector
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covariance matrix
Summary
covariance matrix has Wikipedia articles in 19 language editions, a strong signal of global cultural recognition.[1]
Key Facts
- covariance matrix is a type of positive-semidefinite matrix[2].
- covariance matrix's different from is recorded as Cross-covariance matrix[3].
- covariance matrix's maintained by WikiProject is recorded as WikiProject Mathematics[4].
Body
Definition and Type
covariance matrix is a type of positive-semidefinite matrix[2].
Why It Matters
covariance matrix has Wikipedia articles in 19 language editions, a strong signal of global cultural recognition.[1] It is known by 14 alternative names across languages and contexts.[5]