The eigenstructure of block-structured correlation matrices and its implications for principal component analysis
From MaRDI portal
Publication:5123553
DOI10.1080/02664760902803263OpenAlexW1983791124MaRDI QIDQ5123553
Francisco Lage Calheiros, Isabel P. Preto, Jorge Cadima
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
principal component analysiseigendecompositionbetween-group eigenpairsblock-structured correlation matriceswithin-group eigenpairs
Related Items (5)
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 weak universal optimal block designs with various correlation structures and block sizes
Cites Work
This page was built for publication: The eigenstructure of block-structured correlation matrices and its implications for principal component analysis