Pages that link to "Item:Q2813882"
From MaRDI portal
The following pages link to Principal component models for correlation matrices (Q2813882):
Displaying 14 items.
- Estimating common principal components in high dimensions (Q95891) (← links)
- Model-based principal components of correlation matrices (Q391551) (← links)
- Principal components on coefficient of variation matrices (Q537346) (← links)
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model (Q907026) (← links)
- Correlation analysis of principal components from two populations (Q1020134) (← links)
- A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300) (← links)
- Newton algorithms for analytic rotation: an implicit function approach (Q2517904) (← links)
- Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
- Tests for Kronecker envelope models in multilinear principal components analysis (Q2934775) (← links)
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis (Q4364901) (← links)
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
- The eigenstructure of block-structured correlation matrices and its implications for principal component analysis (Q5123553) (← links)