Model-based principal components of correlation matrices
From MaRDI portal
Publication:391551
DOI10.1016/j.jmva.2012.11.017zbMath1277.62157OpenAlexW2090810654MaRDI QIDQ391551
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.017
confidence intervalseigenvalueseigenvectorseigenspacesinferenceBartlett correctionorthogonal matriceshypothesis testsdiscrepancy functionimplicit functionsnonregular constraintsrotation of components
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Concise formulas for the standard errors of component loading estimates
- Principal components on coefficient of variation matrices
- On the treatment of correlation structures as covariance structures
- Analysis of covariance and correlation structures
- Estimating correlation matrices that have common eigenvectors.
- Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- On the asymptotic joint distributions of certain functions of the eigenvalues of four random matrices
- Tests for linear trend in the smallest eigenvalues of the correlation matrix
- A local parameterization of orthogonal and semi-orthogonal matrices with applications
- Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
- On equivariance and invariance of standard errors in three exploratory factor models
- Newton algorithms for analytic rotation: an implicit function approach
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Principal component models for correlation matrices
- A Test for a Specific Principal Component of a Correlation Matrix
- Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis
- Analysis of Covariance Structures Under Elliptical Distributions
- Scale invariance and the factor analysis of correlation matrices
- Generation of correlation matrices with a given eigen–structure
- Population correlation matrices for sampling experiments
- Asymptotic expansions for the distributions of statistics based on a correlation matrix
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis
- Spectral models for covariance matrices
- Newton-Type Methods for Optimization Problems without Constraint Qualifications
- An Algorithm for Degenerate Nonlinear Programming with Rapid Local Convergence
- The Gauss-Newton method for finding singular solutions to systems of nonlinear equations
- Topics in Applied Multivariate Analysis
