A coordinate-free theory of eigenvalue analysis related to the method of principal components and the Karhunen—Loève expansion (Q4198435)

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scientific article; zbMATH DE number 3639550
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A coordinate-free theory of eigenvalue analysis related to the method of principal components and the Karhunen—Loève expansion
scientific article; zbMATH DE number 3639550

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    A coordinate-free theory of eigenvalue analysis related to the method of principal components and the Karhunen—Loève expansion (English)
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    1979
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    principal component
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    Karhunen-Loève expansion
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    data compression
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    dimension of statistical data
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    observation noise
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    mutual information
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    amount of information
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