Normalizing the covariance matrices of a series of random vectors
134031
Is the covariance of standardized variables the correlation?
77307
Why does inversion of a covariance matrix yield partial correlations between random variables?
7442
completing the square for Gaussian multivariate estimation
26386
How to estimate the matrix condition number in the 2-Norm?
10210
Conditional distribution of multivariate normal distribution
23868
Normality assumption in linear regression
158716
Cholesky versus eigendecomposition for drawing samples from a multivariate normal distribution
74481
Distribution of scalar products of two random unit vectors in $D$ dimensions
75113
Different covariance types for Gaussian Mixture Models
65825
Correlated joint normal distribution: calculating a probability
41608
Weighted principal components analysis
59200
General theorems for consistency and asymptotic normality of maximum likelihood
56396
Moment generating function of the inner product of two gaussian random vectors
79737
Characterization of two-step 2x2 stochastic matrices
30303
bayesian updating for multivariate normal priors
108556
Standardization vs. Normalization for Lasso/Ridge Regression
151868
Combining 2 covariance matrices