Pages that link to "Item:Q1819503"

The following pages link to Asymptotic theory for common principal component analysis (Q1819503):

Displaying 33 items.

• Estimating common principal components in high dimensions (Q95891) (← links)
• Consistent noisy independent component analysis (Q302095) (← links)
• Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
• The inner structure of sensitivities in nodal based shape optimisation (Q424909) (← links)
• The aspect Bernoulli model: multiple causes of presences and absences (Q710618) (← links)
• Some relations between the comparison of covariance matrices and principal component analysis (Q760736) (← links)
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111) (← links)
• The asymptotic distribution of principal component roots under local alternatives to multiple roots (Q797929) (← links)
• Principal manifold learning by sparse grids (Q836948) (← links)
• Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
• Inference under functional proportional and common principal component models (Q1049549) (← links)
• Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
• An approximate test for common principal component subspaces in two groups (Q1260712) (← links)
• The decomposition of the Behrens-Fisher statistic in \(q\)-dimensional common principal component submodels (Q1265215) (← links)
• Common principal components for dependent random vectors (Q1840776) (← links)
• Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
• Asymptotic properties of principal component projections with repeated eigenvalues (Q2407519) (← links)
• Optimal rank-based tests for common principal components (Q2435252) (← links)
• Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors (Q2493138) (← links)
• Discriminant analysis with common principal components (Q2813936) (← links)
• A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups (Q2821061) (← links)
• Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
• Principal components under singularity (Q3518855) (← links)
• Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis (Q3625358) (← links)
• A test of the hypothesis of partial common principal components (Q3646054) (← links)
• Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis (Q4839321) (← links)
• Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
• Eigen-Adjusted Functional Principal Component Analysis (Q5057248) (← links)
• The fixed effects PCA model in a common principal component environment (Q5079889) (← links)
• Semiparametric partial common principal component analysis for covariance matrices (Q6079248) (← links)
• Preliminary Multiple-Test Estimation, With Applications to <i>k</i>-Sample Covariance Estimation (Q6110709) (← links)
• Testing Simultaneous Diagonalizability (Q6567946) (← links)