Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables

DOI10.1137/0601032MaRDI QIDQ3968268zbMATH OpenOpenAlexFDO

Authors Allan R. Sampson

Publication date 1980

Published in SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0601032

zbMATH Keywords

reliabilityCholesky decompositionmultivariate normal

Mathematics Subject Classification ID

Reliability and life testing (62N05) Factorization of matrices (15A23) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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• Association of Random Variables, with Applications
• Linear Statistical Inference and its Applications
• Nonnegative factorization of positive semidefinite nonnegative matrices
• Positive dependence of the bivariate and trivariate absolute normal, t,^2, and F distributions
• Probability Integrals of Multivariate Normal and Multivariate t¹
• Some Concepts of Dependence

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