The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression
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Publication:3963888
DOI10.2307/1268678zbMath0498.62057OpenAlexW4233350171MaRDI QIDQ3963888
Douglas M. Hawkins, W. J. R. Eplett
Publication date: 1982
Full work available at URL: https://doi.org/10.2307/1268678
Cholesky factorizationcovariance matrixsubset selectioninteractive computingmultiple regressionCIRinverse correlationlatent-root regression analysislower-triangular Cholesky inverse root
Multivariate analysis (62H99) Linear regression; mixed models (62J05) Factorization of matrices (15A23)
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