Pages that link to "Item:Q3978088"

The following pages link to Quadratic perturbation expansions of certain functions of eigenvalues and eigenvectors and their application to sensitivity analysis in multivariate methods (Q3978088):

Displaying 9 items.

• Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix (Q440812) (← links)
• A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets (Q452676) (← links)
• Effects of observations on the eigensystem of a sample covariance matrix (Q689389) (← links)
• A perturbation model for factorial solutions with application (Q1365413) (← links)
• A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
• Sensitivity of principal component subspaces: a comment on Prendergast's paper (Q2509806) (← links)
• Influence functions related to eigenvalue problems which appear in multivariate analysis (Q3474029) (← links)
• Influence Analysis in Principal Component Analysis Through Power-Series Expansions (Q5697398) (← links)
• A note on switching eigenvalues under small perturbations (Q6597446) (← links)