Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
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Publication:1144339
zbMath0443.62043MaRDI QIDQ1144339
Publication date: 1979
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
principal component analysisperturbation methodnumerical comparisonssample correlation matrixlatent rootsreduction of dimensionalitygeneralized asymptotic expansions
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)
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