Principal component analysis from the multivariate familial correlation matrix
DOI10.1006/JMVA.2001.2027zbMATH Open1098.62539OpenAlexW2070920564MaRDI QIDQ700153FDOQ700153
Authors: Martin Bilodeau, P. Duchesne 
Publication date: 30 September 2002
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2001.2027
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- Bootstrap tests and confidence regions for functions of a covariance matrix
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- On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
- Correction to: Bootstrap tests and confidence regions for functions of a covariance matrix
- Inferences on interclass and intraclass correlations in multivariate familial data
- Estimation of Interclass and Intraclass Correlations in Multivariate Familial Data
- Principal component analysis for multivariate familial data
Cited In (10)
- Some correlational measures and their application in principal component analysis
- Retrieving the correlation matrix from a truncated PCA solution: the inverse principal component problem
- Principal component models for correlation matrices
- Title not available (Why is that?)
- Title not available (Why is that?)
- Principal components of heritability for high dimension quantitative traits and general pedigrees
- Correlation analysis of principal components from two populations
- A 50-year personal journey through time with principal component analysis
- Principal component analysis for multivariate familial data
- Title not available (Why is that?)
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