Inversion of Covariance Matrices: Explicit Formulae

DOI10.1137/0612043zbMath0734.15006OpenAlexW54011858MaRDI QIDQ3361012

Czesław Stȩpniak

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

zbMATH Keywords

inversionlinear statistical modelshierarchical classificationunbalanced modelcomputation of patterned matrixinversion of covariance matrices

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (1)

Inverting covariance matrices in unbalanced hierarchical models^∗

This page was built for publication: Inversion of Covariance Matrices: Explicit Formulae