Minimization of Eigenvalues of a Matrix and Optimality of Principal Components
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Publication:5546449
DOI10.1214/AOMS/1177698317zbMATH Open0162.50802OpenAlexW1987466849MaRDI QIDQ5546449FDOQ5546449
Masashi T. Okamoto, Mitsuyo Kanazawa
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
Cited In (6)
- 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
- An extension of some optimal properties of principal components
- Nonlinear principal components. I: Absolutely continuous random variables with positive bounded densities
- Nuevas medidas de informacion parametricas reales basadas en la matriz de Fisher
- some results on cononical correlations and measures of multivariate association
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