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An Optimal Property of Principal Components

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Publication:5516485
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DOI10.1214/aoms/1177699920zbMath0141.34401OpenAlexW1987654862MaRDI QIDQ5516485

J. N. Darroch

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/1177699920

zbMATH Keywords

statistics



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On component analyses, A characterization of elliptical distributions and some optimality properties of principal components for functional data, On testing latent vectors of a normal covariance matrix, An extension of some optimal properties of principal components, Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities, Walsh spectral analysis of multiple dyadic stationary processes and its applications, Unnamed Item



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