Using conditional bias in principal component analysis for the evaluation of joint influence on the eigenvalues of the covariance matrix

DOI10.1016/j.amc.2012.02.054zbMathNoneMaRDI QIDQ440812

I. Barranco-Chamorro, A. Enguix-González, Juan Luis Moreno-Rebollo, Juan M. Muñoz-Pichardo

Publication date: 19 August 2012

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2012.02.054

zbMATH Keywords

eigenvalue; principal component analysis; conditional bias; joint influence analysis

Mathematics Subject Classification ID

62-XX: Statistics

Related Items

A better approximation of moments of the eigenvalues and eigenvectors of the sample covariance matrix

Cites Work

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