Nonnegative Cholesky Decomposition and Its Application to Association of Random Variables

DOI10.1137/0601032zbMath0502.60078OpenAlexW2078280217MaRDI QIDQ3968268

Allan R. Sampson

Publication date: 1980

Published in: SIAM Journal on Algebraic Discrete Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0601032

zbMATH Keywords

reliabilityCholesky decompositionmultivariate normal

Mathematics Subject Classification ID

Factorization of matrices (15A23) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Cites Work

• Nonnegative factorization of positive semidefinite nonnegative matrices
• Positive dependence of the bivariate and trivariate absolute normal, \(t,\chi^2\), and \(F\) distributions
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Some Concepts of Dependence
• Association of Random Variables, with Applications
• Linear Statistical Inference and its Applications
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