Optimal Whitening and Decorrelation
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Publication:5882550
DOI10.1080/00031305.2016.1277159OpenAlexW2188333210WikidataQ56873097 ScholiaQ56873097MaRDI QIDQ5882550
Agnan Kessy, Korbinian Strimmer, Alex Lewin
Publication date: 17 March 2023
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.00809
whiteningCholesky decompositionprincipal components analysisdecorrelationCAR scoreCAT scoreZCA-Mahalanobis transformation
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