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On the Distribution of the Latent Vectors for Principal Component Analysis

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Publication:5509346
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DOI10.1214/aoms/1177699821zbMath0136.39605OpenAlexW2075010431MaRDI QIDQ5509346

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Publication date: 1965

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699821


zbMATH Keywords

statistics



Related Items (3)

Tracking signal subspace invariance for blind separation and classification of nonorthogonal sources in correlated noise ⋮ Unnamed Item ⋮ Distributions of characteristic roots in multivariate analysis Part II. Non-Null Distribution




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