Uncentered empirical second-moment matrix
= Uncentered empirical second-moment matrix
{title2=$\widehat Q=n^{-1}\sum_iX_iX_i^\top$}
The uncentered empirical second-moment matrix averages the outer products of the observations. Its <expected value> is $\operatorname{Cov}(X)+\mathbb E[X]\mathbb E[X]^\top$. It is an <unbiased estimator> of the <covariance matrix> when the population <expected value> is known to be zero. It differs from a <sample covariance matrix> centered at the sample mean.