Symbolic Cholesky decomposition of the variance—covariance...

Statistics & Probability Letters 1992 Vol. 15; Iss. 2

Symbolic Cholesky decomposition of the variance—covariance matrix of the negative multinomial distribution

Masahiko Sagae, Kunio Tanabe
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Volume:
15
Year:
1992
Language:
english
Pages:
6
DOI:
10.1016/0167-7152(92)90120-t
File:
PDF, 377 KB
english, 1992
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