Cross-covariance matrix (Q60659283)
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type of matrix in probability theory and statistics
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cross-covariance matrix |
type of matrix in probability theory and statistics |
Statements
![{\displaystyle \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}}]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/96ab8cdb7a99b79fcc12aa96759624fca8288f92)
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Sitelinks
Wikipedia(1 entry)
- enwiki Cross-covariance matrix