An extension of some optimal properties of principal components

zbMath0524.62058MaRDI QIDQ584866

Jianyong Qiao, Sumit K. Garg

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

eigenvaluesoptimalitynon-negative definite ordering of covariance matricesstatistical approximations

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (1)

Principal component analysis: a review and recent developments

Cites Work

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• An Optimal Property of Principal Components
• Minimization of Eigenvalues of a Matrix and Optimality of Principal Components
• Principal Components

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