Effects of observations on the eigensystem of a sample covariance matrix (Q689389)
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scientific article; zbMATH DE number 445169
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of observations on the eigensystem of a sample covariance matrix |
scientific article; zbMATH DE number 445169 |
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Effects of observations on the eigensystem of a sample covariance matrix (English)
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2 December 1993
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matrix perturbation analysis
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principal component values
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deleting observations
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power series expansions
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unrepeated eigenvalues
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eigenvectors
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perturbed sample covariance matrix
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detection of influential observations
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