Lianto, S.Mcgilchrist, C.A.2014-05-202014-05-201988Austral. J. Statist., 30(2), 1988, 228-234http://hdl.handle.net/123456789/1501The Cholesky decomposition is given for the inverse of a variance matrix occurring in repeated measures problems where observations have a , correlation structure both within and between experimental units. The use of this decomposition is outlined for ML and REML estimation proceduresenArticle