Interpretation of Covariance, Covariance Matrix and Eigenvalues | Towards Data Science
SciELO - Brasil - Research Article Comparing covariance matrices: random skewers method compared to the common principal components model Research Article Comparing covariance matrices: random skewers method compared to the common principal
How to derive variance-covariance matrix of coefficients in linear regression - Cross Validated
Covariance matrix - Wikipedia
Covariance matrix - Wikipedia
filtering - How does covariance matrix (P) in Kalman filter get updated in relation to measurements and state estimate? - Stack Overflow