Positive definiteness of sample variance matrix and its applications (Q5209550)
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scientific article; zbMATH DE number 7156013
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| English | Positive definiteness of sample variance matrix and its applications |
scientific article; zbMATH DE number 7156013 |
Statements
22 January 2020
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sample variance matrix
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normal population
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sub-Gaussian population
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canonical correlation analysis
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0.7249042987823486
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0.7065896391868591
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