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Nov 9, 2022 at 13:53 vote accept Renato Fernandes
Nov 9, 2022 at 13:04 comment added utobi It does work also for non identically cases, although I'm not sure how this is useful there. In mean, in multivariate analysis $\mathbb{X}$ is useful because, .e.g., I can express the sample average say as $\bar x = (1/n)\mathbb{X}^\top {\bf1}_n$. So journals do have very strict rules on this (e.g. Biometrika) others (say Bayesian Analysis) are not that strict. My advice is to check your journal instructions for this.
Nov 9, 2022 at 12:53 comment added Renato Fernandes Thanks @utobi. In my case, the columns are independents, but not identically distributed. the notation $\mathbb{X}$ still applies? And more important (for me): It is an recognized and accepted notation in statistical journals?
Nov 9, 2022 at 12:39 history answered utobi CC BY-SA 4.0