Principal components analysis in the complex case

DOI10.1007/BF01893290MaRDI QIDQ2559121zbMATH OpenOpenAlexFDO

Authors R. P. Gupta

Publication date 1972

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175543

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

• A Test for Reality of a Covariance Matrix in a Certain Complex Gaussian Distribution
• Asymptotic Theory for Principal Component Analysis
• Classical Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution
• scientific article; zbMATH DE number 3321799 (Why is no real title available?)
• Latent roots and vectors of a Wishart matrix
• Statistical Analysis Based on a Certain Multivariate Complex Gaussian Distribution (An Introduction)
• The goodness of fit of two (or more) hypothetical principal components
• The goodness-of-fit of a single (non-isotropic) hypothetical principal component

Cited in

(2)

• Complex principal component analysis: theory and geometrical aspects
• Developments of complex principal component analysis for an exploratory study of Pacific winds and El Niño Southern Oscillation

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