<p>I am used to calling this thing "covariance matrix" and only very rarely see and here it being called "variance-covariance matrix". However, our tag here is called <a href="https://stats.stackexchange.com/questions/tagged/variance-covariance" class="post-tag" title="show questions tagged &#39;variance-covariance&#39;" rel="tag">variance-covariance</a>. It used to slightly annoy me all the time, so I have recently created a tag <a href="https://stats.stackexchange.com/questions/tagged/covariance-matrix" class="post-tag" title="show questions tagged &#39;covariance-matrix&#39;" rel="tag">covariance-matrix</a> and voted to make it the synonym of the main tag. The voting has not finished yet$^*$, but in the meantime I see that my newly created tag is being used by other people.</p>

<p>This makes me wonder: shall we maybe have <a href="https://stats.stackexchange.com/questions/tagged/covariance-matrix" class="post-tag" title="show questions tagged &#39;covariance-matrix&#39;" rel="tag">covariance-matrix</a> as the master tag, and <a href="https://stats.stackexchange.com/questions/tagged/variance-covariance" class="post-tag" title="show questions tagged &#39;variance-covariance&#39;" rel="tag">variance-covariance</a> as its synonym? I tried some google searches to establish the usus: <code>"covariance matrix"</code> search gives 3 mln results, and <code>"variance-covariance matrix"</code> only 400k (this is included in 3 mln too). On google scholar the numbers are 900k and 100k respectively. So it seems that "covariance matrix" is indeed a more common expression used over 80% of the times.</p>

<p>I am going to post two answers, please upvote the one with your preferred master tag.</p>

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<p><em>$^*$The voting is likely to never finish; apart from me, only one single person (@gung) has taken part in it so far. Sad as it is, we will need a moderator to create this synonym one way or another.</em></p>
