Principal components on coefficient of variation matrices (Q537346): Difference between revisions

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+Asymptotic Theory for Principal Component Analysis
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+A local parameterization of orthogonal and semi-orthogonal matrices with applications
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+Spectral models for covariance matrices
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+Principal component models for correlation matrices
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+Second-order accurate inference on eigenvalues of covariance and correlation matrices
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+An implicit function approach to constrained optimization with applications to asymptotic expansions
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+Newton algorithms for analytic rotation: an implicit function approach
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+An almost unbiased estimator of the coefficient of variation
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+Asymptotically distribution‐free methods for the analysis of covariance structures
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+NOTE ON THE APPLICATION OF FISHER'S <i>k</i>-STATISTICS
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+Q3976272
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+The biplot graphic display of matrices with application to principal component analysis
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+Some distance properties of latent root and vector methods used in multivariate analysis
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+Q4888733
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+Q3961697
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+Q5815173
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+Q4360236
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+A uniform approximation to the sampling distribution of the coefficient of variation
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+APPLICATIONS OF THE NON-CENTRAL <i>t</i>-DISTRIBUTION
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+Principal component analysis.
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+Q3489157
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+Unbiased estimation of fourth-order matrix moments
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+Confidence intervals for the coefficient of variation for the normal and log normal distributions
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+Q3747485
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+The commutation matrix: Some properties and applications
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+Q4231779
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+Distribution of the Coefficient of Variation and the Extended "t" Distribution
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+Comparison of A. T. McKay's Approximation with Experimental Sampling Results
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+A Note on Test for Coefficient of Variation
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+An adjustment for a test concerning a principal component subspace
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+Testing for the redundancy of variables in principal components analysis
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+On the Theory of Scales of Measurement
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+Asymptotic inference for eigenvectors
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+Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models
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+Improving parameter tests in covariance structure analysis
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