Semiparametric partial common principal component analysis for covariance matrices
From MaRDI portal
Publication:6079248
DOI10.1111/biom.13369zbMath1520.62352OpenAlexW3087638242WikidataQ99553514 ScholiaQ99553514MaRDI QIDQ6079248
Bingkai Wang, Xi Luo, Yi Zhao, Brian S. Caffo
Publication date: 30 October 2023
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1805/27318
Cites Work
- Unnamed Item
- Unnamed Item
- Estimating the Number of Clusters in a Data Set Via the Gap Statistic
- Estimating common principal components in high dimensions
- Optimal rank-based testing for principal components
- The statistical analysis of fMRI data
- Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
- A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups
- Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series
- Population Value Decomposition, a Framework for the Analysis of Image Populations
- Spectral models for covariance matrices
- A Hierarchical Eigenmodel for Pooled Covariance Estimation
- Two generalizations of the common principal component model
- An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
- Partial common principal component subspaces
- Common reducing subspace model and network alternation analysis
- Dynamic credit default swap curves in a network topology
This page was built for publication: Semiparametric partial common principal component analysis for covariance matrices