scientific article; zbMATH DE number 749850

MaRDI QIDQ4764033zbMATH OpenFDO

Authors Bernhard K. Flury, Beat E. Neuenschwander

Publication date 15 October 1995

zbMATH Keywords

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

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