Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with covariance-matrix
Search options not deleted
user 95436
A $k\times k$ matrix of covariances between all pairs of $k$ random variables. It is also called variance-covariance matrix or simply the covariance matrix.
4
votes
1
answer
666
views
Finding the MLE for covariance matrix in random effects model
I have a random effects-only linear model as follows:
$$\mathbf{y_i = Z_ib_i + \epsilon_i,\quad i=1,...,N}$$
$$\mathbf{\epsilon_i \sim N(0,\sigma^2I)},\quad \mathbf{b_i \sim N(0,\sigma^2D)}$$
where …
