Perturbation inequalities and confidence sets for functions of a scatter matrix. (Q1264501): Difference between revisions

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Perturbation inequalities and confidence sets for functions of a scatter matrix.
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    Perturbation inequalities and confidence sets for functions of a scatter matrix. (English)
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    29 September 1998
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    partial correlation
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    multiple correlation
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    canonical correlation
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    eigenspace
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    eigenvalue
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    extreme roots
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    Fisher's Z-transformation
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    nonlinear, perturbation inequality
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    prediction error
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    scatter matrix
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    simultaneous confidence bounds.
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