An Optimal Property of Principal Components
Work
Year: 1965
Type: article
Abstract: Let $x' = (x_1, x_2, \cdots, x_p)$ be a random vector and let $E\lbrack x\rbrack = 0, E\lbrack xx'\rbrack = \Sigma = (\sigma_{ij})$ where we assume that $\Sigma$ is non-singular. Further let \[ \Sigma... more
Author J. N. Darroch
Cites: 4
Cited by: 23
Related to: 10
FWCI:
Citation percentile (by year/subfield): 82.76
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold