<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>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.</p>
</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.

Structures of the covariance matrix: An overview

Department of Mathematical and Statistical Methods

Biometrical Letters

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

{"article-title":"Structures of the covariance matrix: An overview"}

In this paper, some multivariate and double multivariate modelling approaches are presented. Moreover, this article provides an overview of the modelling of...

Structures of the covariance matrix: An overview

Pubblicato online: 30 dic 2022

Pagine: 141 - 157

DOI: https://doi.org/10.2478/bile-2022-0010

Parole chiave
covariance matrix, linear structures, non-linear structures, identification methods

© 2022 Malwina Janiszewska, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Structures of the covariance matrix: An overview

Pubblicato online: 30 dic 2022

Pagine: 141 - 157

DOI: https://doi.org/10.2478/bile-2022-0010

Parole chiavecovariance matrix, linear structures, non-linear structures, identification methods

© 2022 Malwina Janiszewska, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Parole chiave
covariance matrix, linear structures, non-linear structures, identification methods