AS 41
Algorithm AS 41. Updating the sample mean and dispersion matrix.
Keywords for this software
References in zbMATH (referenced in 2 articles )
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Sorted by year (- Trenkler, Götz; Puntanen, Simo: A multivariate version of Samuelson’s inequality (2005)
- Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)