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What is «covariance matrix» («dispersion matrix»)?
Theory
glossary
,
theory
,
mathematics
,
probability-theory
,
statistics
,
covariance-matrix
dmitrii_fediuk
(Dmitrii Fediuk)
May 26, 2019, 9:26am
2
See also:
Yitong Ren - «The
significance
and
applications
of covariance matrix» (2019-05-01)
Srishti Saha - «Let us understand the
correlation
matrix and
covariance
matrix» (2018-10-05)
Rohan Kotwani - «Interesting
properties
and
use cases
of the covariance matrix» (2019-05-12)
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