Common principal components for dependent random vectors

Journal of Multivariate Analysis

Volumn 75, Issue 2, 2000, Pages 163-183

  Neuenschwander, Beat E ^a   Flury, Bernard D ^b  

^a UNIVERSITY OF BERN   (Switzerland)

^b INDIANA UNIVERSITY   (United States)

Author keywords

Asymptotic distribution; Eigenvalue; Eigenvector; Entropy; Maximum likelihood estimation; Multivariate normal distribution; Patterned covariance matrices

Indexed keywords

EID: 0009534156     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.2000.1908     Document Type: Article

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