On a statistic useful in dimensionality reduction in multivariable linear stochastic system

DOI10.1080/03610927608827389zbMath0347.62039MaRDI QIDQ4117239

No author found.

Publication date: 1976

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927608827389

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

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Cites Work

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• Autoregressive model fitting for control
• Applications of principal component analysis and factor analysis in the identification of multivariable systems
• Dimensionality reduction in multivariable stochastic systems
• On the Distribution of the Largest Latent Root of the Covariance Matrix
• APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*^,1
• A new look at the statistical model identification