Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis (Q1144339)
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English | Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis |
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Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis (English)
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1979
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sample correlation matrix
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principal component analysis
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latent roots
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perturbation method
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generalized asymptotic expansions
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reduction of dimensionality
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numerical comparisons
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