On the usage of joint diagonalization in multivariate statistics
DOI10.1016/j.jmva.2021.104844zbMath1493.62318WikidataQ109772874 ScholiaQ109772874MaRDI QIDQ2062786
Klaus Nordhausen, Anne Ruiz-Gazen
Publication date: 3 January 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104844
blind source separation; independent component analysis; dimension reduction; supervised dimension reduction; scatter matrices; invariant component selection
62M40: Random fields; image analysis
62H99: Multivariate analysis
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30: Classification and discrimination; cluster analysis (statistical aspects)
Uses Software
