Principal component models for correlation matrices
From MaRDI portal
Recommendations
- Model-based principal components of correlation matrices
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis
- A Test for a Specific Principal Component of a Correlation Matrix
- Principal component analysis from the multivariate familial correlation matrix
- scientific article; zbMATH DE number 4060551
Cited in
(15)- Model-based principal components of correlation matrices
- Tests for Kronecker envelope models in multilinear principal components analysis
- Principal components on coefficient of variation matrices
- Principal component analysis from the multivariate familial correlation matrix
- Retrieving the correlation matrix from a truncated PCA solution: the inverse principal component problem
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
- Simultaneous modelling of the Cholesky decomposition of several covariance matrices
- scientific article; zbMATH DE number 4060551 (Why is no real title available?)
- A shrinkage approach to joint estimation of multiple covariance matrices
- Correlation analysis of principal components from two populations
- Newton algorithms for analytic rotation: an implicit function approach
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Estimating common principal components in high dimensions
- Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model
- The eigenstructure of block-structured correlation matrices and its implications for principal component analysis
This page was built for publication: Principal component models for correlation matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2813882)