Before revision: This paper introduces a general framework of covariance structures that can be verified in many popular statistical models, such as factor and random effect models. The new structure is a summation of low rank and sparse matrices.
After revision: This paper introduces a general framework of covariance structures that can be verified in many popular statistical models, such as factor and random effects models, give arise a certain type of covariance structures that is a summation of low rank and sparse matrices.