# Inverting covariance matrices

Discussiones Mathematicae Probability and Statistics (2006)

- Volume: 26, Issue: 2, page 163-177
- ISSN: 1509-9423

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topCzesław Stępniak. "Inverting covariance matrices." Discussiones Mathematicae Probability and Statistics 26.2 (2006): 163-177. <http://eudml.org/doc/277048>.

@article{CzesławStępniak2006,

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.},

author = {Czesław Stępniak},

journal = {Discussiones Mathematicae Probability and Statistics},

keywords = {multi-way classification; cross; hierarchical; balanced; unbalanced; covariance matrix; inverting; linear experiments; Sherman-Morrison-Woodbury formula},

language = {eng},

number = {2},

pages = {163-177},

title = {Inverting covariance matrices},

url = {http://eudml.org/doc/277048},

volume = {26},

year = {2006},

}

TY - JOUR

AU - Czesław Stępniak

TI - Inverting covariance matrices

JO - Discussiones Mathematicae Probability and Statistics

PY - 2006

VL - 26

IS - 2

SP - 163

EP - 177

AB - 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.

LA - eng

KW - multi-way classification; cross; hierarchical; balanced; unbalanced; covariance matrix; inverting; linear experiments; Sherman-Morrison-Woodbury formula

UR - http://eudml.org/doc/277048

ER -

## References

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