Improved Approximation and Visualization of the Correlation Matrix-Reference-Cited by-同舟云学术

Improved Approximation and Visualization of the Correlation Matrix

Published:2023-04-11 Issue:4 Volume:77 Page:432-442
ISSN:0003-1305
Container-title:The American Statistician
language:en
Short-container-title:The American Statistician

Author:

Graffelman Jan¹²^ORCID,de Leeuw Jan³^ORCID

Affiliation:

1. Department of Statistics and Operations Research, Universitat Politècnica de Catalunya, Barcelona, Spain

2. Department of Biostatistics, University of Washington, Seattle, WA

3. Department of Statistics, University of California Los Angeles, Los Angeles, CA

Funder

Ministerio de Ciencia e Innovación

Spanish Ministry of Science and Innovation and the European Regional Development Fund

National Institutes of Health

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00031305.2023.2186952

Reference36 articles.

1. Approximating a symmetric matrix

2. De Leeuw J. (2006) “A Decomposition Method for Weighted Least Squares Low-Rank Approximation of Symmetric Matrices ” Department of Statistics UCLA . Available at https://escholarship.org/uc/item/1wh197mh.

3. The approximation of one matrix by another of lower rank

4. Corrgrams

5. The biplot graphic display of matrices with application to principal component analysis

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