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We provide our main motivation for introducing covariance regression modelsCovariance regression model. Then, we present covariance regression models and study theoretical properties of regression parameter estimators. We subsequently analyze non-Gaussian covariance regressionNon-Gaussian covariance regression models and explore the covariance model with general linear structureGeneral linear structure. Finally, three empirical examples are briefly discussed.

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Covariance Regression Models

  • 章节

  • 发表日期：

    2026年

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  • Wei Lan,
  • Chih-Ling Tsai

摘要

We provide our main motivation for introducing covariance regression modelsCovariance regression model. Then, we present covariance regression models and study theoretical properties of regression parameter estimators. We subsequently analyze non-Gaussian covariance regressionNon-Gaussian covariance regression models and explore the covariance model with general linear structureGeneral linear structure. Finally, three empirical examples are briefly discussed.