Estimating correlation matrices that have common eigenvectors

Computational Statistics and Data Analysis

Volumn 27, Issue 4, 1998, Pages 445-459

  Schott, James R ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; EIGENVALUES AND EIGENFUNCTIONS; ESTIMATION;

COMMON PRINCIPAL COMPONENTS (CPC); HADAMARD PRODUCT; PRINCIPAL COMPONENTS ANALYSIS (PCA); SPECTRAL DECOMPOSITION;

MATRIX ALGEBRA;

CORRELATION; PRINCIPAL COMPONENTS ANALYSIS;

EID: 0032486055     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(98)00027-9     Document Type: Article

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