Pages that link to "Item:Q1144339"
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The following pages link to Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis (Q1144339):
Displaying 14 items.
- Model-based principal components of correlation matrices (Q391551) (← links)
- Principal component analysis from the multivariate familial correlation matrix (Q700153) (← links)
- Testing the equality of several intraclass correlation coefficients (Q1116590) (← links)
- On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix (Q1118933) (← links)
- Tests for linear trend in the smallest eigenvalues of the correlation matrix (Q1265298) (← links)
- Asymptotic expansion of the sample correlation coefficient under nonnormality (Q2257587) (← links)
- Second-order accurate inference on eigenvalues of covariance and correlation matrices (Q2571814) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- (Q2750809) (← links)
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)
- On the distribution of sample scale-free scatter matrices (Q6494433) (← links)
- Exact sampling distribution of the general case sample correlation matrix (Q6588669) (← links)
- Inference on the eigenvalues of the normalized precision matrix (Q6635248) (← links)
