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Schur complement covariance
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Mathematics
Area of mathematics
Probability and statistics
Linear least-squares projection
Created
2026-09-24
Updated
2026-09-24
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The residual
variance
after projection onto one factor is
Var
(
Y
)
−
Cov
(
X
,
Y
)
2
/
Var
(
X
)
,
a
covariance
Schur complement
.
Ancestors
(5)
Linear least-squares projection
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(2)
Past exam of the mathematics course of the University of Cambridge
/
2001
/
iii
/
Paper 30
/
2
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2004
/
iii
/
Paper 43
/
1
/
iii
/
Solution
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