Estimating correlation matrices that have common eigenvectors. (Q1128898): Difference between revisions

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+Comparison of factor spaces of two related populations
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+Asymptotic theory for common principal component analysis
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+Two generalizations of the common principal component model
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+An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
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+An approximate test for common principal component subspaces in two groups
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+Hadamard matrices and their applications
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+A graphical procedure for comparing the principal components of several covariance matrices
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+Between-Groups Comparison of Principal Components
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+Between-group comparison of principal components — some sampling results
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+Common principal component subspaces in two groups
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+Some tests for common principal component subspaces in several groups
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+Testing for the equality of several correlation matrices
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+Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis
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