Common principal components for dependent random vectors
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Publication:1840776
DOI10.1006/jmva.2000.1908zbMath0961.62055WikidataQ118992557 ScholiaQ118992557MaRDI QIDQ1840776
Bernhard K. Flury, Beat E. Neuenschwander
Publication date: 5 June 2001
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2000.1908
entropy; eigenvalue; eigenvector; normal distribution; maximum likelihood estimators; patterned covariance matrices
62F12: Asymptotic properties of parametric estimators
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
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Cites Work
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- Principal points and self-consistent points of elliptical distributions
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