An exact Cholesky decomposition and the generalized inverse of the variance-covariance matrix of the multinomial distribution, with application

Authors
K. Tanabe M. Sagae
Citation
K. Tanabe et M. Sagae, An exact Cholesky decomposition and the generalized inverse of the variance-covariance matrix of the multinomial distribution, with application, Journal of the Royal Statistical Society. Series B: Methodological, 54(01), 1992, pp. 211
Journal title
Journal of the Royal Statistical Society. Series B: Methodological
ISSN journal
00359246 → ACNP
Volume
54
Issue
01
Year of publication
1992
Database
ICR
SICI code
1369-7412(1992)54:01<211:AECDAT>2.0.ZU;2-0