Principal components analysis in the complex case

DOI10.1007/BF01893290zbMath0256.62051OpenAlexW2029645421MaRDI QIDQ2559121

R. P. Gupta

Publication date: 1972

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175543

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25)

Related Items (1)

Complex principal component analysis: theory and geometrical aspects

Cites Work

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• The goodness of fit of two (or more) hypothetical principal components
• Latent roots and vectors of a Wishart matrix
• The goodness-of-fit of a single (non-isotropic) hypothetical principal component
• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• Asymptotic Theory for Principal Component Analysis
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)

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