On a statistic useful in dimensionality reduction in multivariable linear stochastic system
From MaRDI portal
(Redirected from Publication:4117239)
Cites work
- A new look at the statistical model identification
- 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
- Autoregressive model fitting for control
- Dimensionality reduction in multivariable stochastic systems
- Distributions of the largest latent root of the multivariate complex Gaussian distribution
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
- On the Distribution of the Largest Latent Root of the Covariance Matrix
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
This page was built for publication: On a statistic useful in dimensionality reduction in multivariable linear stochastic system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4117239)
