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A $k\times k$ matrix of correlations between all pairs of $k$ random variables. All its diagonal elements are equal to one.

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Do the Determinants of Covariance and Correlation Matrices and/or Their Inverses Have Useful...

While learning to calculate covariance and correlation matrices and their inverses in VB and T-SQL a few years ago, I learned that the various entries have interesting properties that can make them us …
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