scientific article; zbMATH DE number 749850

MaRDI QIDQ4764033zbMATH OpenFDO

Authors Bernhard K. Flury, Beat E. Neuenschwander

Publication date 15 October 1995

zbMATH Keywords

almost parallel diagonal formcanonical correlation analysisconvergencemaximum likelihood estimationmultivariate statisticsnumerical examplesparallel diagonalityprincipal component analysissimultaneous diagonalization algorithms

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(8)

• Common principal components for dependent random vectors
• Separation of stationary and non-stationary sources with a generalized eigenvalue problem
• Newton-type methods for simultaneous matrix diagonalization
• Orthogonalization of vectors with minimal adjustment
• Raw data maximum likelihood estimation for common principal component models: a state space approach
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
• A parallel algorithm for the inversion of matrices with simultaneously diagonalizable blocks
• A simultaneous CONCOR algorithm for the analysis of two partitioned matrices

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