Principal component analysis from the multivariate familial correlation matrix

DOI10.1006/JMVA.2001.2027zbMath1098.62539OpenAlexW2070920564MaRDI QIDQ700153

Pierre Duchesne, Martin Bilodeau

Publication date: 30 September 2002

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2027

zbMATH Keywords

elliptical distributionsprincipal componentscorrelation matrixfamilial model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Monte Carlo methods (65C05)

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Cites Work

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• An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
• Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Inferences on interclass and intraclass correlations in multivariate familial data
• Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data
• Principal component analysis for multivariate familial data

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