Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance
Covariance Hypotheses Which are Linear in Both the Covariance and the Inverse Covariance
It is proved in this paper that covariance hypotheses which are linear in both the covariance and the inverse covariance are products of models each of which consists of either (i) independent identically distributed random vectors which have a covariance with a real, complex or quaternion structure or (ii) independent …