On a statistic useful in dimensionality reduction in multivariable linear stochastic system
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Publication:4117239
DOI10.1080/03610927608827389zbMATH Open0347.62039OpenAlexW2040609383MaRDI QIDQ4117239FDOQ4117239
Authors:
Publication date: 1976
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610927608827389
Cites Work
- A new look at the statistical model identification
- On the Distribution of the Largest Latent Root of the Covariance Matrix
- APPROXIMATION FOR THE DISTRIBUTION OF THE LARGEST LATENT ROOT OF A WISHART MATRIX*,1
- Applications of principal component analysis and factor analysis in the identification of multivariable systems
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
- Autoregressive model fitting for control
- Distributions of the largest latent root of the multivariate complex Gaussian distribution
- Dimensionality reduction in multivariable stochastic systems
Cited In (9)
- Some comments on a bridge between nonlinear dynamicists and statisticians
- Asymptotic expansions for the distributions of some functions of the latent roots of matrices in three situations
- A memory-based method to select the number of relevant components in principal component analysis
- Asymptotic expansion for the distribution of a function of latent roots of the covariance matrix
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Using observed confidence levels to perform principal component analyses
- Asymptotic expansions for the distributions of statistics based on a correlation matrix
- Selection of components in principal component analysis: A comparison of methods
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