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Principal component analysis from the multivariate familial correlation matrix - MaRDI portal

Principal component analysis from the multivariate familial correlation matrix (Q700153)

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scientific article; zbMATH DE number 1809717
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English
Principal component analysis from the multivariate familial correlation matrix
scientific article; zbMATH DE number 1809717

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    Principal component analysis from the multivariate familial correlation matrix (English)
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    30 September 2002
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    familial model
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    principal components
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    correlation matrix
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    elliptical distributions
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