Principal components on coefficient of variation matrices
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Cites work
- A local parameterization of orthogonal and semi-orthogonal matrices with applications
- A Note on Test for Coefficient of Variation
- A uniform approximation to the sampling distribution of the coefficient of variation
- An adjustment for a test concerning a principal component subspace
- An almost unbiased estimator of the coefficient of variation
- An implicit function approach to constrained optimization with applications to asymptotic expansions
- APPLICATIONS OF THE NON-CENTRAL t-DISTRIBUTION
- Asymptotic inference for eigenvectors
- Asymptotic Theory for Principal Component Analysis
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Comparison of A. T. McKay's Approximation with Experimental Sampling Results
- Confidence intervals for the coefficient of variation for the normal and log normal distributions
- Distribution of the Coefficient of Variation and the Extended "t" Distribution
- scientific article; zbMATH DE number 3885093 (Why is no real title available?)
- scientific article; zbMATH DE number 4161980 (Why is no real title available?)
- scientific article; zbMATH DE number 3984308 (Why is no real title available?)
- scientific article; zbMATH DE number 4043076 (Why is no real title available?)
- scientific article; zbMATH DE number 3783337 (Why is no real title available?)
- scientific article; zbMATH DE number 18857 (Why is no real title available?)
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 918093 (Why is no real title available?)
- scientific article; zbMATH DE number 3076197 (Why is no real title available?)
- Improving parameter tests in covariance structure analysis
- Newton algorithms for analytic rotation: an implicit function approach
- NOTE ON THE APPLICATION OF FISHER'S k-STATISTICS
- On the Theory of Scales of Measurement
- Principal component analysis.
- Principal component models for correlation matrices
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models
- Some distance properties of latent root and vector methods used in multivariate analysis
- Spectral models for covariance matrices
- Testing for the redundancy of variables in principal components analysis
- The biplot graphic display of matrices with application to principal component analysis
- The commutation matrix: Some properties and applications
- Unbiased estimation of fourth-order matrix moments
Cited in
(5)- scientific article; zbMATH DE number 4013775 (Why is no real title available?)
- scientific article; zbMATH DE number 5629284 (Why is no real title available?)
- scientific article; zbMATH DE number 1192567 (Why is no real title available?)
- Model-based principal components of correlation matrices
- Multivariate coefficients of variation: comparison and influence functions
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