Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
From MaRDI portal
Publication:4364017
Recommendations
- Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
- Test on the linear combinations of covariance matrices in high-dimensional data
- Testing linear hypotheses of mean vectors for high-dimension data with unequal covariance matrices
- Testing linear hypothesis of high-dimensional means with unequal covariance matrices
- An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix
- Nonparametric Test for Eigenvalues of Covariance Matrix in Multipopulation
Cited in
(5)- Tests for linear trend in the smallest eigenvalues of the correlation matrix
- Automatic dimensionality selection from the scree plot via the use of profile likelihood
- Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
- Estimating the number of signals using principal component analysis
- Considering Horn's parallel analysis from a random matrix theory point of view
This page was built for publication: Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4364017)