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Structures of the covariance matrix: An overview

Type
Journal article
Language
English
Date issued
2022
Author
Janiszewska, Malwina
Faculty
Wydział Rolnictwa, Ogrodnictwa i Bioinżynierii
PBN discipline
agriculture and horticulture
Journal
Biometrical Letters
ISSN
1896-3811
DOI
10.2478/bile-2022-0010
Web address
https://reference-global.com/article/10.2478/bile-2022-0010
Volume
59
Number
2
Pages from-to
141-157
Abstract (EN)
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.
Keywords (EN)
License
cc-by-nc-ndcc-by-nc-nd CC-BY-NC-ND - Attribution-NonCommercial-NoDerivatives
Open access date
December 30, 2022