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"Computationally efficient banding of large covariance matrices for ordered ..."

Y. Wang, Michael J. Daniels (2014)

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DOI: 10.1016/J.JMVA.2014.04.026

access: open

type: Journal Article

metadata version: 2024-10-06

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Y. Wang, Michael J. Daniels:
Computationally efficient banding of large covariance matrices for ordered data and connections to banding the inverse Cholesky factor. J. Multivar. Anal. 130: 21-26 (2014)

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