Common principal components for dependent random vectors (Q1840776)
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scientific article; zbMATH DE number 1563425
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| English | Common principal components for dependent random vectors |
scientific article; zbMATH DE number 1563425 |
Statements
Common principal components for dependent random vectors (English)
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5 June 2001
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eigenvalue
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eigenvector
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entropy
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normal distribution
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patterned covariance matrices
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maximum likelihood estimators
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0.8726523518562317
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0.8619906902313232
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0.8285929560661316
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