Spectral models for covariance matrices

DOI10.1093/BIOMET/89.1.159zbMath0997.62046OpenAlexW2115161662MaRDI QIDQ4547584

Robert J. Boik

Publication date: 14 November 2002

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/89.1.159

zbMATH Keywords

maximum likelihoodprincipal componentseigenspacecommon principal componentsorthogonal matrixsphericityelliptically contoured distributionseigenprojectionproportional covariance matricesBartlett correctionscommon spacepartial sphericity

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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