Model-based principal components of correlation matrices

DOI10.1016/J.JMVA.2012.11.017MaRDI QIDQ391551zbMATH OpenOpenAlexFDO

Authors Robert J. Boik

Publication date 10 January 2014

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2012.11.017

zbMATH Keywords

Bartlett correctionconfidence intervalsdiscrepancy functioneigenspaceseigenvalueseigenvectorshypothesis testsimplicit functionsinferencenonregular constraintsorthogonal matricesrotation of components

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

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Cited in

(7)

• Estimating correlation matrices that have common eigenvectors.
• Retrieving the correlation matrix from a truncated PCA solution: the inverse principal component problem
• Some correlational measures and their application in principal component analysis
• Principal component models for correlation matrices
• scientific article; zbMATH DE number 4152240 (Why is no real title available?)
• Structural model correlation using large admissible perturbations incognate space
• Using a supervised principal components analysis for variable selection in high-dimensional datasets reduces false discovery rates

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