Algorithm AS 105: Fitting a Covariance Selection Model to a Matrix

• 1 January 1977
• journal article
• Published by JSTOR in Journal of the Royal Statistical Society Series C: Applied Statistics
• Vol. 26  (1)
• https://doi.org/10.2307/2346883

Abstract

Keywords

• ALGORITHM
• MATRIX
• COVARIANCE SELECTION MODEL
• FITTING A COVARIANCE