A pooled covariance operator averages the within-group empirical covariance operators from several samples that are assumed to share one population covariance. Centering within each group prevents differences between group means from contaminating the covariance estimate.

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  1. Empirical covariance operator
  2. Covariance operator
  3. Hilbert-space-valued random variable
  4. Random variable
  5. Probability theory
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
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