Pages that link to "Item:Q4720583"
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The following pages link to Two generalizations of the common principal component model (Q4720583):
Displaying 13 items.
- Regularized generalized canonical correlation analysis for multiblock or multigroup data analysis (Q296769) (← links)
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
- An approximate test for common principal component subspaces in two groups (Q1260712) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- Efficient computation for differential network analysis with applications to quadratic discriminant analysis (Q2291319) (← links)
- A link-free approach for testing common indices for three or more multi-index models (Q2374411) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- Reduced-rank estimation of the difference between two covariance matrices (Q2655065) (← links)
- A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups (Q2821061) (← links)
- Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
- Reducing subspace models for large‐scale covariance regression (Q6055710) (← links)
- Semiparametric partial common principal component analysis for covariance matrices (Q6079248) (← links)
