Structures of the covariance matrix: An overview

Autor: Malwina Janiszewska
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