Covariance analysis and beyond /
This book demonstrates the application of covariance matrices through cutting-edge models and practical applications, as well as extensions induced by multivariate data and other related subjects. In data analysis, when studying the relationships among a set of variables, the covariance matrix plays...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
[2026]
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| Subjects: |
Table of Contents:
- Introduction
- Covariance matrices, precision (concentration) matrices, estimations, and tests
- Structured covariance matrices and unconstrained parameterization
- Covariance regression models
- Covariance-mean regression models
- Fixed and random covariance models
- Spatial autoregressive and network autocorrelation models
- Factor models and covariance matrices
- Machine learning and covariance matrices
- Tensor and covariance matrices.