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Minimum rank and minimum trace of covariance matrices - MaRDI portal

Minimum rank and minimum trace of covariance matrices (Q794114)

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scientific article; zbMATH DE number 3858211
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English
Minimum rank and minimum trace of covariance matrices
scientific article; zbMATH DE number 3858211

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    Minimum rank and minimum trace of covariance matrices (English)
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    1982
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    minimum rank
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    minimum trace
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    factor analysis
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    covariance matrices
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    constrained minimum trace
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