Timeline for Prove that $\mathrm{Cov}(x^TAx,x^TBx) = 2 \mathrm{Tr}(A \Sigma B \Sigma) + 4 \mu^TA \Sigma B \mu$
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 23, 2017 at 14:54 | vote | accept | Mikkel Rev | ||
| Jul 12, 2020 at 14:49 | |||||
| Sep 23, 2017 at 14:54 | comment | added | Mikkel Rev | Yes, that's right | |
| Sep 23, 2017 at 14:36 | comment | added | Francis | I take you mean the book @kjetilbhalvorsen mentioned. | |
| Sep 23, 2017 at 14:29 | comment | added | Mikkel Rev | It has some relevant stuff. I've got the book for 4 weeks, are you able to say where in the book it is? | |
| Sep 16, 2017 at 19:57 | comment | added | kjetil b halvorsen♦ | I think (from memory) you can find this in Seber's linera regression analysis | |
| Sep 16, 2017 at 19:49 | history | answered | Francis | CC BY-SA 3.0 |