Spectral models for covariance matrices

Biometrika

Volumn 89, Issue 1, 2002, Pages 159-182

  Boik, Robert J ^a  

^a MONTANA STATE UNIVERSITY   (United States)

Author keywords

Bartlett correction; Common principal components; Common space; Eigenprojection; Eigenspace; Elliptically contoured distribution; Maximum likelihood; Orthogonal matrix; Partial sphericity; Principal components; Proportional covariance matrices; Sphericity

Indexed keywords

EID: 3843082641     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/89.1.159     Document Type: Article

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