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Glen_b
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No.

Consider three variables, $X$, $Y$ and $Z = X+Y$. Their covariance matrix is not positive definite.

Population covariance matrices are positive semidefinite.

Sample covariance matrices - depending on how they deal with missing values in some variables - may or may not be positive semidefinite.

Glen_b
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  • 652
  • 1.1k