Minimization of Eigenvalues of a Matrix and Optimality of Principal Components

DOI10.1214/AOMS/1177698317MaRDI QIDQ5546449zbMATH OpenOpenAlexFDO

Authors Mitsuyo Kanazawa, Masashi T. Okamoto

Publication date 1968

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177698317

zbMATH Keywords

statistics

Cited in

(6)

• Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
• An extension of some optimal properties of principal components
• some results on cononical correlations and measures of multivariate association
• Nuevas medidas de informacion parametricas reales basadas en la matriz de Fisher
• A characterization of elliptical distributions and some optimality properties of principal components for functional data
• Separation theorems for singular values of matrices and their applications in multivariate analysis

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