Multivariate Methods • Statistical Details
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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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Help created on 10/11/2018