Least squares computations based on the cholesky decomposition of the correlation matrix
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Publication:4140204
DOI10.1080/00949657708810155zbMath0365.62065OpenAlexW2090367033MaRDI QIDQ4140204
Publication date: 1977
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949657708810155
Linear regression; mixed models (62J05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Direct numerical methods for linear systems and matrix inversion (65F05)
Related Items (4)
Test procedures and test problems for least squares algorithms ⋮ The accuracy of least squares calculations with the Cholesky algorithm ⋮ All possible subset regressions using the triangular decomposition ⋮ Two-way ANOVA by using Cholesky decomposition and graphical representation
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