Structures of the covariance matrix: An overview
Autor: | Malwina Janiszewska |
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Rok vydání: | 2022 |
Zdroj: | Biometrical Letters. 59:141-157 |
ISSN: | 2199-577X |
DOI: | 10.2478/bile-2022-0010 |
Popis: | Summary 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. |
Databáze: | OpenAIRE |
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