Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application

DOI10.1016/0167-7152(84)90001-4zbMATH Open0543.62048OpenAlexW2095147650MaRDI QIDQ796223FDOQ796223

Authors: Samuel Kotz, Dean W. Wichern, Wen Lea Pearn 

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90001-4

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zbMATH Keywords

patterned correlation matrices

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Eigenvalues, singular values, and eigenvectors (15A18)

Cites Work

• Title not available (Why is that?)
• Relative efficiencies of estimates using patterned covariances or correlations in the multivariate normal estimation problem

Cited In (7)

• Matrix patterns for eigenvalue—eigenvector Adjustment
• Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues
• Some results on correlation matrices for interest rates
• Correlation matrices of yields and total positivity
• Shift, slope and curvature for a class of yields correlation matrices
• An eigenvector pattern arising in nonlinear regression
• Generalized dispersion matrices for covariance structural analysis

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