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Minimization of Eigenvalues of a Matrix and Optimality of Principal Components

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Publication:5546449
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DOI10.1214/aoms/1177698317zbMath0162.50802OpenAlexW1987466849MaRDI QIDQ5546449

Mitsuyo Kanazawa, Masashi T. Okamoto

Publication date: 1968

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

Full work available at URL: https://doi.org/10.1214/aoms/1177698317

zbMATH Keywords

statistics



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some results on cononical correlations and measures of multivariate association, A characterization of elliptical distributions and some optimality properties of principal components for functional data, Separation theorems for singular values of matrices and their applications in multivariate analysis, An extension of some optimal properties of principal components, Nuevas medidas de informacion parametricas reales basadas en la matriz de Fisher, Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities



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