Unconstrained representation of orthogonal matrices with application to common principal components
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Publication:2032213
DOI10.1007/s00180-020-01041-8zbMath1505.62046arXiv1906.00587OpenAlexW3096796777MaRDI QIDQ2032213
Publication date: 16 June 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.00587
QR decompositioncommon principal componentsorthogonal matrixLU decompositionFG algorithmleptokurtic-normal distribution
Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to biology and medical sciences; meta analysis (62P10)
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