Effects of observations on the eigensystem of a sample covariance matrix (Q689389)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of observations on the eigensystem of a sample covariance matrix |
scientific article |
Statements
Effects of observations on the eigensystem of a sample covariance matrix (English)
0 references
2 December 1993
0 references
matrix perturbation analysis
0 references
principal component values
0 references
deleting observations
0 references
power series expansions
0 references
unrepeated eigenvalues
0 references
eigenvectors
0 references
perturbed sample covariance matrix
0 references
detection of influential observations
0 references
0 references
0 references
