Pages that link to "Item:Q4721531"
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The following pages link to An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form (Q4721531):
Displayed 41 items.
- Estimating common principal components in high dimensions (Q95891) (← links)
- A new family of multivariate heavy-tailed distributions with variable marginal amounts of tailweight: application to robust clustering (Q98131) (← links)
- Raw data maximum likelihood estimation for common principal component models: a state space approach (Q316724) (← links)
- Mixtures of common factor analyzers for high-dimensional data with missing information (Q391593) (← links)
- An acceleration method for ten Berge et al.'s algorithm for orthogonal INDSCAL (Q650692) (← links)
- Assessing the pattern of covariance matrices via an augmentation multiple testing procedure (Q719007) (← links)
- Method of moments estimation of GO-GARCH models (Q737949) (← links)
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices (Q873623) (← links)
- Orthogonal Stiefel manifold optimization for eigen-decomposed covariance parameter estimation in mixture models (Q892462) (← links)
- High-dimensional data clustering (Q1020836) (← links)
- Common singular spectrum analysis of several time series (Q1036726) (← links)
- On optimal orthogonal transforms at high bit-rates using only second order statistics in multicomponent image coding with JPEG2000 (Q1046639) (← links)
- Estimating correlation matrices that have common eigenvectors. (Q1128898) (← links)
- Learning from incomplete data via parameterized \(t\) mixture models through eigenvalue decomposition (Q1621293) (← links)
- Location and scale mixtures of Gaussians with flexible tail behaviour: properties, inference and application to multivariate clustering (Q1663203) (← links)
- Diagonality measures of Hermitian positive-definite matrices with application to the approximate joint diagonalization problem (Q1789401) (← links)
- Unconstrained representation of orthogonal matrices with application to common principal components (Q2032213) (← links)
- On the usage of joint diagonalization in multivariate statistics (Q2062786) (← links)
- Newton-type methods for simultaneous matrix diagonalization (Q2089086) (← links)
- Multivariate cluster-weighted models based on seemingly unrelated linear regression (Q2129595) (← links)
- Subspace clustering for the finite mixture of generalized hyperbolic distributions (Q2324252) (← links)
- Multivariate response and parsimony for Gaussian cluster-weighted models (Q2359572) (← links)
- Optimal rank-based tests for common principal components (Q2435252) (← links)
- Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations (Q2807776) (← links)
- A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups (Q2821061) (← links)
- Parsimonious mixtures of multivariate contaminated normal distributions (Q2833487) (← links)
- Testing for Common Principal Components under Heterokurticity (Q3068110) (← links)
- Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis (Q4839321) (← links)
- Efficient R-Estimation of Principal and Common Principal Components (Q4975560) (← links)
- Multilinear Common Component Analysis via Kronecker Product Representation (Q5033557) (← links)
- The fixed effects PCA model in a common principal component environment (Q5079889) (← links)
- Regularized covariance matrix estimation under the common principal components model (Q5084728) (← links)
- Simultaneous Diagonalization via Congruence of Hermitian Matrices: Some Equivalent Conditions and a Numerical Solution (Q5088656) (← links)
- Approximate Joint Diagonalization with Riemannian Optimization on the General Linear Group (Q5210994) (← links)
- Hypothesis Testing for Mixture Model Selection (Q5222517) (← links)
- Dynamic credit default swap curves in a network topology (Q5235459) (← links)
- On the Spectral Decomposition in Normal Discriminant Analysis (Q5418881) (← links)
- High-Dimensional Discriminant Analysis (Q5438321) (← links)
- Fitting matrix-valued variogram models by simultaneous diagonalization. I: Theory (Q5935075) (← links)
- Fitting matrix-valued variogram models by simultaneous diagonalization. II: Application (Q5935076) (← links)
- Influence diagnostics in common principal components analysis (Q5960851) (← links)