MATH3714, Section 3.2: Covariance Matrices
Channel: Jochen Voss
Date: 2021-10-05

This video is part of the MATH3714 Linear Regression and Robustness module, as taught at the University of Leeds in 2021.

* The covariance matrix of random vectors plays the role of the variance for numeric random variables.

notes: https://seehuhn.github.io/MATH3714/S03-cov.html#covariance-matrix