Does the magnitude of covariance have any real meaning?
67246
How would you explain covariance to someone who understands only the mean?
141134
How to calculate weighted covariance?
127382
What is the expected correlation between residual and the dependent variable?
97292
Covariance of a variable and a linear combination of other variables
87448
Why is a sample covariance matrix singular when sample size is less than number of variables?
123573
Is a sample covariance matrix always symmetric and positive definite?
105794
What is the relationship between $\text{Cov}[\mathbf{X},\mathbf{X}]$ and $(\mathbf{X}^T \mathbf{X})^{-1}$ in multiple regression?
96190
How can the regression error term ever be correlated with the explanatory variables?
143679
Is the sign of principal components meaningless?
72885
Likelihood is not "proportional to" a single probability density?
141861
What is meant by the variance of *functions* in *Introduction to Statistical Learning*?
28984
Normality of dependent variable = normality of residuals?
133568
Is it possible to have a basis for a covariance matrix such that the greatest variance is greater than the variance of the first eigenvector?
152395
Random matrix theory impact on covariance matrix analysis
14118
still confused about covariance and contravariance & in/out
19244
Covariance of a random vector after a linear transformation
38969
Why does Covariance measure only Linear dependence?