Multivariate Methods > Statistical Details
Publication date: 10/01/2019

Statistical Details

Multivariate Methods

This appendix discusses Wide Linear methods and the use of the singular value decomposition.

Contents

Wide Linear Methods and the Singular Value Decomposition

The Singular Value Decomposition
The SVD and the Covariance Matrix
The SVD and the Inverse Covariance Matrix
Calculating the SVD
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