Theoretical Foundation of Business Data Analysis (I)
-Retrospective Cholesky Decomposition and Multivariate
Distribution-MATSUNAWA Tadashi
A
A=T'T T
T
p
i
A
A T
cf cf
upper triangular matrix
A A
p- X
p n
|A| A A p p p ( p + 1 )
/2-A p p
T
T
C
W A
T
T2
An Introduction to Multivariate Statistical Analysis
An Introduction to Multivariate Statistical Analysis
An Introduction to Multivariate Statistical Analysis
Applied Discriminant Analysis
Aspects of Multivariate Statistical Analysis
Methods of Multivariate Analysis
Mathematical Statistics