The eigenstructure of block-structured correlation matrices and its implications for principal component analysis

DOI10.1080/02664760902803263OpenAlexW1983791124MaRDI QIDQ5123553

Francisco Lage Calheiros, Isabel P. Preto, Jorge Cadima

Publication date: 29 September 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760902803263

zbMATH Keywords

principal component analysiseigendecompositionbetween-group eigenpairsblock-structured correlation matriceswithin-group eigenpairs

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Matrix compression along isogenic blocks ⋮ D-optimal designs for mixture experiments with various correlation structures ⋮ A note on portfolios of averages of lognormal variables ⋮ Uncovering block structures in large rectangular matrices ⋮ Construction of weak universal optimal block designs with various correlation structures and block sizes

Cites Work

• Simple Component Analysis
• Matrix Analysis
• Unnamed Item

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