Perturbation inequalities and confidence sets for functions of a scatter matrix. (Q1264501)
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English | 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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