Principal Component Analysis of Large Dispersion Matrices

C. R. Narayanaswamy, D. Raghavarao

Journal of the Royal Statistical Society Series C (Applied Statistics) · 1991 · 13 citations · 0 references

Concepts

Abstract

C. R. Narayanaswamy, D. Raghavarao, Principal Component Analysis of Large Dispersion Matrices, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 40, No. 2 (1991), pp. 309-316