Model-based principal components of covariance matrices
Author:
Publisher
Wiley
Subject
General Psychology,Arts and Humanities (miscellaneous),General Medicine,Statistics and Probability
Reference64 articles.
1. An asymptotic expansion for the distribution of the latent roots of the estimated covariance matrix;Anderson;Annals of Mathematical Statistics,1965
2. Asymptotic theory for principal component analysis;Anderson;Annals of Mathematical Statistics,1963
3. Test of linear trend in eigenvalues of a covariance matrix with application to data analysis;Bentler;British Journal of Mathematical and Statistical Psychology,1996
4. Bootstrap tests and confidence regions for functions of a covariance matrix;Beran;Annals of Statistics,1985
5. A local parameterization of orthogonal and semi-orthogonal matrices with applications;Boik;Journal of Multivariate Analysis,1998
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1. Model-based principal components of correlation matrices;Journal of Multivariate Analysis;2013-04
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