Least squares computations based on the cholesky decomposition of the correlation matrix
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Publication:4140204
DOI10.1080/00949657708810155zbMath0365.62065MaRDI QIDQ4140204
Publication date: 1977
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949657708810155
62J05: Linear regression; mixed models
62H05: Characterization and structure theory for multivariate probability distributions; copulas
65F05: Direct numerical methods for linear systems and matrix inversion
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