Pages that link to "Item:Q1321987"

The following pages link to Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices (Q1321987):

Displaying 34 items.

• Principal loading analysis (Q82192) (← links)
• Model-based principal components of correlation matrices (Q391551) (← links)
• Concise formulas for the standard errors of component loading estimates (Q463100) (← links)
• Optimal rank-based testing for principal components (Q620547) (← links)
• The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix (Q1126103) (← links)
• A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
• Matrix inequalities for convex functions (Q1359560) (← links)
• Approximations to the distribution of the sample correlation matrix (Q1400011) (← links)
• On local influence for elliptical linear models (Q1567080) (← links)
• On second-order and fourth-order moments of jointly distributed random matrices: A survey (Q1595140) (← links)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (Q1639677) (← links)
• Local influence in multivariate elliptical linear regression models (Q1855351) (← links)
• The asymptotic variance of the univariate PLS estimator (Q1855360) (← links)
• Approximating by the Wishart distribution (Q1915256) (← links)
• A quantitative version of the observation that the Hadamard product is a principal submatrix of the Kronecker product (Q1970491) (← links)
• Matrix differential calculus with applications in the multivariate linear model and its diagnostics (Q2062791) (← links)
• Regression based thresholds in principal loading analysis (Q2101461) (← links)
• Oblique factors and components with independent clusters (Q2259874) (← links)
• Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
• LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION (Q3108568) (← links)
• (Q3166481) (← links)
• Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis (Q3378034) (← links)
• ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE (Q4416928) (← links)
• Estimating the number of factors to include in a high-dimensional multivariate bilinear model (Q4784241) (← links)
• The Hadamard Product and Some of its Applications in Statistics (Q4857306) (← links)
• Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• Additive Risk Models for Survival Data with High‐Dimensional Covariates (Q5473226) (← links)
• Spectral Bayesian network theory (Q6173923) (← links)
• High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
• On the distribution of sample scale-free scatter matrices (Q6494433) (← links)
• Professor Heinz Neudecker and matrix differential calculus (Q6579436) (← links)
• Exact sampling distribution of the general case sample correlation matrix (Q6588669) (← links)
• Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)