Influence analysis of Cholesky decomposition

MaRDI QIDQ5401018zbMATH OpenFDO

Authors Myung Geun Kim

Publication date 12 March 2014

zbMATH Keywords

outliersinfluence functioncovariance matrixderivative influence

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20)

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Cited in

(1)

• Influence curve for the choesky root of a coveriance matrix

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