Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order accurate inference on eigenvalues of covariance and correlation matrices |
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Second-order accurate inference on eigenvalues of covariance and correlation matrices (English)
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14 November 2005
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Confidence interval
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Correlation matrix
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Covariance matrix
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Edgeworth expansion
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Eigenvalue
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Principal components analysis
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Saddlepoint approximation
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