The eigenstructure of block-structured correlation matrices and its implications for principal component analysis

DOI10.1080/02664760902803263MaRDI QIDQ5123553zbMATH OpenOpenAlexFDO

Authors Jorge Cadima, Francisco Lage Calheiros, Isabel P. Preto

Publication date 29 September 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664760902803263

zbMATH Keywords

between-group eigenpairsblock-structured correlation matriceseigendecompositionprincipal component analysiswithin-group eigenpairs

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3942782 (Why is no real title available?)
• Matrix Analysis
• Simple Component Analysis

Cited in

(12)

• The canonical correlations of a 2\({\times}\)2 block matrix with given eigenvalues
• Construction of weak universal optimal block designs with various correlation structures and block sizes
• Restoring definiteness via shrinking, with an application to correlation matrices with a fixed block
• scientific article; zbMATH DE number 6159444 (Why is no real title available?)
• Matrix compression along isogenic blocks
• D-optimal designs for mixture experiments with various correlation structures
• A note on portfolios of averages of lognormal variables
• Uncovering block structures in large rectangular matrices
• Construction of trend-free optimal block designs under some correlation structures
• Fast estimation of Kendall's tau and conditional Kendall's tau matrices under structural assumptions
• Hypothesis testing under uniform-block covariance structures
• Learning block structures in covariance matrices under heteroskedasticity

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