Cross-covariance matrix
type of matrix in probability theory and statistics
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Cross-covariance matrix
Summary
Cross-covariance matrix is a matrix[1].
Key Facts
- Cross-covariance matrix's instance of is recorded as matrix[2].
- Cross-covariance matrix's different from is recorded as covariance matrix[3].
- Cross-covariance matrix's defining formula is recorded as \operatorname{K}_{\mathbf{X}\mathbf{Y}} = \operatorname{cov}(\mathbf{X},\mathbf{Y}) \stackrel{\mathrm{def}}{=}\ \operatorname{E}[(\mathbf{X}-\mathbf{\mu_X})(\mathbf{Y}-\mathbf{\mu_Y})^{\rm T}][4].
- Cross-covariance matrix's Google Knowledge Graph ID is recorded as /g/11fj7hphch[5].
- Cross-covariance matrix's maintained by WikiProject is recorded as WikiProject Mathematics[6].