Inverting covariance matrices

DOI10.7151/DMPS.1080zbMath1132.15006OpenAlexW2612376974MaRDI QIDQ5440420

Czesław Stȩpniak

Publication date: 5 February 2008

Published in: Discussiones Mathematicae Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmps.1080

zbMATH Keywords

covariance matrixbalancedSherman-Morrison-Woodbury formulahierarchicalunbalancedcrossmulti-way classificationlinear experiments

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Hermitian, skew-Hermitian, and related matrices (15B57) Factorial statistical designs (62K15) Analysis of variance and covariance (ANOVA) (62J10)

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