THE CHOLESKY FACTORIZATION OF THE INVERSE CORRELATION OR COVARIANCE-MATRIX IN MULTIPLE-REGRESSION

被引:18
作者
HAWKINS, DM [1 ]
EPLETT, WJR [1 ]
机构
[1] UNIV OXFORD,INST MATH,OXFORD OX1 3LB,ENGLAND
关键词
D O I
10.2307/1268678
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:191 / 198
页数:8
相关论文
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