A Note on the Factorization of a Matrix Inverse

DOI10.1080/03610918.2011.563007zbMath1241.15010OpenAlexW2079015952MaRDI QIDQ3102866

Yihao Deng

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.563007

zbMATH Keywords

determinantcorrelation matrixLU decompositioninverse correlation matrixautoregressive correlationequicorrelated correlationinverse LU decompositionMarkov correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Factorization of matrices (15A23) Theory of matrix inversion and generalized inverses (15A09) Determinants, permanents, traces, other special matrix functions (15A15) Direct numerical methods for linear systems and matrix inversion (65F05)

Cites Work

• Longitudinal data analysis using generalized linear models
• Analysis of growth curves with patterned correlation matrices using quasi-least squares
• Analysis of Repeated Measures
• Unbiased Estimating Equations From Working Correlation Models for Irregularly Timed Repeated Measures
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