Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application

Samuel Kotz*, W.l. Pearn, Dean W. Wichern

*此作品的通信作者

研究成果: Article同行評審

11 引文 斯高帕斯(Scopus)

摘要

General forms for the eigenvalues and eigenvectors of certain patterned correlation matrices are obtained. The pattern considered is one in which the correlation matrix consists of submatrices containing powers of a single correlation coefficient p. The results are discussed in the context of a principal component analysis (or a factor analysis) of observations on a random vector X.

原文English
頁(從 - 到)119-125
頁數7
期刊Statistics and Probability Letters
2
發行號3
DOIs
出版狀態Published - 1 1月 1984

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