An Optimal Property of Principal Components
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Publication:5516485
DOI10.1214/AOMS/1177699920zbMath0141.34401OpenAlexW1987654862MaRDI QIDQ5516485
Publication date: 1965
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177699920
Related Items (7)
On component analyses ⋮ A characterization of elliptical distributions and some optimality properties of principal components for functional data ⋮ On testing latent vectors of a normal covariance matrix ⋮ An extension of some optimal properties of principal components ⋮ Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities ⋮ Walsh spectral analysis of multiple dyadic stationary processes and its applications ⋮ Unnamed Item
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