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For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...
Sankhyā: The Indian Journal of Statistics, Series A (1961-2002), Vol. 38, No. 4 (Oct., 1976), pp. 400-403 (4 pages) A theorem involving the decomposition of an idempotent matrix into the sum of one or ...
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