CHOLESKY DECOMPOSITION OF A VARIANCE MATRIX IN REPEATED MEASURES ANALYSIS

DOI10.1111/J.1467-842X.1988.TB00853.XzbMATH Open0707.62145OpenAlexW1964280698MaRDI QIDQ3489182FDOQ3489182

Authors: Susanti Lianto, C. A. McGilchrist 

Publication date: 1988

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1988.tb00853.x

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zbMATH Keywords

Cholesky decompositionML and REML estimation

Mathematics Subject Classification ID

Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (6)

• Title not available (Why is that?)
• Influence analysis of Cholesky decomposition
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Repeated measurements designs - a review
• Symbolic Cholesky decomposition of the variance-covariance matrix of the negative multinomial distribution
• Reml estimation for repeated measures analysis

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