AS 41

Algorithm AS 41. Updating the sample mean and dispersion matrix.

Keywords for this software

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References in zbMATH (referenced in 2 articles )

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  1. Trenkler, Götz; Puntanen, Simo: A multivariate version of Samuelson’s inequality (2005)
  2. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)