RE: Block versus diagonal omega
Everyone -
Thank you all for your assistance in answering my question regarding the
block versus diagonal omega structure. The answers that you all
provided have been a great help thus far and are much appreciated. As a
follow-up, I was curious if someone could point me towards a reference
that would help me to figure out how to restructure the covariance into
different omega blocks. Specifically, I would like to understand the
basis and proper method for restructuring the omega block so that I may
remove selected covariance terms when simplifying from a completely
unstructured block to a more parsimonious one. Thanks again for your
help and time -
Al Berg