Inverting covariance matrices

DOI10.7151/DMPS.1080MaRDI QIDQ5440420zbMATH OpenOpenAlexFDO

Authors Czesław Stępniak

Publication date 5 February 2008

Published in Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.7151/dmps.1080

zbMATH Keywords

balancedcovariance matrixcrosshierarchicallinear experimentsmulti-way classificationSherman-Morrison-Woodbury formulaunbalanced

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Hermitian, skew-Hermitian, and related matrices (15B57) Analysis of variance and covariance (ANOVA) (62J10) Factorial statistical designs (62K15)

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Cited in

(5)

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• Eigen structure of a new class of covariance and inverse covariance matrices
• Analysis of covariance under inverse Gaussian model
• Inversion of Covariance Matrices: Explicit Formulae
• scientific article; zbMATH DE number 3456384 (Why is no real title available?)

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