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ArticleOriginal scientific text

Title

Inverting covariance matrices

Authors 1, 2

Affiliations

  1. Institute of Mathematics, University of Rzeszów, Rejtana 16 A, P.O. Box 155, 35-959 Rzeszów, Poland
  2. Department of Statistics and Econometrics, Maria Curie-Skłodowska University, Pl. Marii Curie Skłodowskiej 5, 20-031 Lublin, Poland

Abstract

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.

Keywords

ENG
multi-way classification, cross, hierarchical, balanced, unbalanced, covariance matrix, inverting

Bibliography

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Discussiones Mathematicae Probability and Statistics
2006/26/2
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Pages:
163-177
Main language of publication
English
Received
2006-05-15
Accepted
2007-01-24
Published
2006

DOI: 10.7151/dmps.1080

Exact and natural sciences