A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix
type: Item
instance of: scholarly article
title: A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix
zbMATH Open document ID: 1325.62118
author: A. Enguix-González
author: J. L. Moreno-Rebollo
author: J. M. Muñoz-Pichardo
published in: Journal of Multivariate Analysis
publication date: 2015-11-13T00:00:00Z
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6508328
zbMATH Keywords: eigenvalues
zbMATH Keywords: eigenvectors
zbMATH Keywords: sample covariance matrix
zbMATH Keywords: principal component analysis
zbMATH Keywords: influence analysis
MaRDI profile type: Publication
full work available at URL: j.jmva.2015.08.002
OpenAlex ID: W1417528826
cites work: Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix
cites work: On the Sampling Theory of Roots of Determinantal Equations
cites work: Q4360236
cites work: TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
cites work: Q4718566
cites work: Q3763418
DOI: 10.1016/J.JMVA.2015.08.002
description: scientific article; zbMATH DE number 6508328