Minimization of Eigenvalues of a Matrix and Optimality of Principal Components
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Publication:5546449
DOI10.1214/aoms/1177698317zbMath0162.50802OpenAlexW1987466849MaRDI QIDQ5546449
Mitsuyo Kanazawa, Masashi T. Okamoto
Publication date: 1968
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177698317
Related Items (6)
some results on cononical correlations and measures of multivariate association ⋮ A characterization of elliptical distributions and some optimality properties of principal components for functional data ⋮ Separation theorems for singular values of matrices and their applications in multivariate analysis ⋮ An extension of some optimal properties of principal components ⋮ Nuevas medidas de informacion parametricas reales basadas en la matriz de Fisher ⋮ Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
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