Structures of the covariance matrix: An overview
Abstract
In this paper, some multivariate and double multivariate modelling approaches are presented. Moreover, this article provides an overview of the modelling of the structure of the covariance matrix. Furthermore, some methods of covariance structure identification are given.
Language: English
Page range: 141 - 157
Published on: Dec 30, 2022
Published by: Polish Biometric Society
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
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© 2022 Malwina Janiszewska, published by Polish Biometric Society
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.