Effects of observations on the eigensystem of a sample covariance matrix (Q689389)

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Effects of observations on the eigensystem of a sample covariance matrix
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    Effects of observations on the eigensystem of a sample covariance matrix (English)
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    2 December 1993
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    matrix perturbation analysis
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    principal component values
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    deleting observations
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    power series expansions
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    unrepeated eigenvalues
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    eigenvectors
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    perturbed sample covariance matrix
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    detection of influential observations
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