Inversion of Covariance Matrices: Explicit Formulae

DOI10.1137/0612043MaRDI QIDQ3361012zbMATH OpenOpenAlexFDO

Authors Czesław Stępniak

Publication date 1991

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0612043

zbMATH Keywords

computation of patterned matrixhierarchical classificationinversioninversion of covariance matriceslinear statistical modelsunbalanced model

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05)

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