Cross-covariance matrix
id:
cross-covariance-matrix-194-16784355
title:
Cross-covariance matrix
text:
In probability theory and statistics, a cross-covariance matrix is a matrix whose element in the i, j position is the covariance between the i-th element of a random vector and j-th element of another random vector. A random vector is a random variable with multiple dimensions. Each element of the vector is a scalar random variable. Each element has either a finite number of observed empirical values or a finite or infinite number of potential values. The potential values are specified by a theo
brand slug:
wiki
category slug:
encyclopedia
description:
Type of matrix in probability theory and statistics
original url:
https://en.wikipedia.org/wiki/Cross-covariance_matrix
date created:
date modified:
2024-04-21T17:13:29Z
main entity:
{"identifier":"Q60659283","url":"https://www.wikidata.org/entity/Q60659283"}
image:
fields total:
13
integrity:
14