Inversion of Covariance Matrices: Explicit Formulae
From MaRDI portal
Publication:3361012
DOI10.1137/0612043zbMath0734.15006MaRDI QIDQ3361012
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
inversion; linear statistical models; hierarchical classification; unbalanced model; computation of patterned matrix; inversion of covariance matrices
15A09: Theory of matrix inversion and generalized inverses
62J10: Analysis of variance and covariance (ANOVA)
65F05: Direct numerical methods for linear systems and matrix inversion
Related Items