Spectral models for covariance matrices (Q4547584)
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scientific article; zbMATH DE number 1786262
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| English | Spectral models for covariance matrices |
scientific article; zbMATH DE number 1786262 |
Statements
Spectral models for covariance matrices (English)
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14 November 2002
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common principal components
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common space
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eigenprojection
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eigenspace
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orthogonal matrix
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partial sphericity
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principal components
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proportional covariance matrices
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sphericity
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maximum likelihood
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elliptically contoured distributions
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Bartlett corrections
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0.779909074306488
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0.7769134640693665
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0.7656233310699463
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0.7656233310699463
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