Common principal components for dependent random vectors

DOI10.1006/JMVA.2000.1908MaRDI QIDQ1840776zbMATH OpenOpenAlexWikidataFDO

Authors Beat E. Neuenschwander, Bernhard K. Flury

Publication date 5 June 2001

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2000.1908

zbMATH Keywords

entropynormal distributioneigenvalueeigenvectormaximum likelihood estimatorspatterned covariance matrices

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

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Cites work

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• Asymptotic Theory for Principal Component Analysis
• Between-Groups Comparison of Principal Components
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Common canonical variates
• Common principal components for dependent random vectors
• Maximum Entropy for Hypothesis Formulation, Especially for Multidimensional Contingency Tables
• On the Strong Law of Large Numbers and Related Results for Quasi-Stationary Sequences
• Principal Curves
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Cited in

(11)

• Principal components on coefficient of variation matrices
• Common principal components for dependent random vectors
• Two generalizations of the common principal component model
• Stepwise estimation of common principal components
• Semiparametric partial common principal component analysis for covariance matrices
• Discriminant analysis under the common principal components model
• Raw data maximum likelihood estimation for common principal component models: a state space approach
• Estimating common principal components in high dimensions
• A 50-year personal journey through time with principal component analysis
• scientific article; zbMATH DE number 41813 (Why is no real title available?)
• General projection-pursuit estimators for the common principal components model: influence functions and Monte Carlo study

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