Whitening multiplies a model by a square root of its precision matrix so that the transformed errors have identity covariance.

Ancestors (9)

  1. Generalized least squares
  2. Weighted least squares
  3. Normal linear model
  4. Statistical modelling
  5. Statistical model
  6. Probability and statistics
  7. Area of mathematics
  8. Mathematics
  9. Home

Incoming links (2)

View article source

Discussion (0)

New discussion

There are no discussions about this article yet.

Articles by others on the same topic (0)

There are currently no matching articles.
See all articles in the same topic Create my own version