Inverting covariance matrices
Czesław Stępniak
Discussiones Mathematicae Probability and Statistics, Tome 26 (2006), p. 163-177 / Harvested from The Polish Digital Mathematics Library
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Some useful tools in modelling linear experiments with general multi-way classification of the random effects and some convenient forms of the covariance matrix and its inverse are presented. Moreover, the Sherman-Morrison-Woodbury formula is applied for inverting the covariance matrix in such experiments.

Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:277048 
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     year = {2006},
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Czesław Stępniak. Inverting covariance matrices. Discussiones Mathematicae Probability and Statistics, Tome 26 (2006) pp. 163-177. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmps_1080/

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