Timeline for Rank of covariance matrix whose diagonal elements are same
Current License: CC BY-SA 3.0
5 events
| when toggle format | what | by | license | comment | |
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| Jun 27, 2013 at 8:11 | vote | accept | user2008790 | ||
| Jun 27, 2013 at 2:59 | comment | added | Mike Jury | I've added an easy example. The original example is rank 2 because it is constructed as a sum of two rank 1 matrices. (We are probably at the point that some people would say this is more appropriate for math.stackexchange.) | |
| Jun 27, 2013 at 2:53 | history | edited | Mike Jury | CC BY-SA 3.0 |
simple example added
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| Jun 27, 2013 at 0:45 | comment | added | user2008790 | Thanks! It is interesting. How do you see the matrix has rank 2 without calculation? How did you construct such matrix? Is there any theory behind this construction? | |
| Jun 26, 2013 at 23:50 | history | answered | Mike Jury | CC BY-SA 3.0 |