Stepwise estimation of common principal components

Computational Statistics and Data Analysis

Volumn 54, Issue 12, 2010, Pages 3446-3457

  Trendafilov, Nickolay T ^a  

^a OPEN UNIVERSITY   (United Kingdom)

Author keywords

Definite matrices; Dimensionality reduction; Power iterations for k symmetric positive; Simultaneous diagonalization

Indexed keywords

COMPUTATIONAL METHODS; DATA HANDLING;

ARBITRARY ORDER; DIMENSIONALITY REDUCTION; ESTIMATION PROCEDURES; POWER ITERATIONS FOR K SYMMETRIC POSITIVE; POWER METHOD; PRINCIPAL COMPONENTS; SIMPLE ALGORITHM; SIMULTANEOUS DIAGONALIZATION;

COVARIANCE MATRIX;

EID: 78049340520     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.03.010     Document Type: Article

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