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Metrika

, Volume 19, Issue 1, pp 150–155 | Cite as

Principal components analysis in the complex case

  • R. P. Gupta
Article
  • 138 Downloads

Keywords

Principal Component Analysis Stochastic Process Probability Theory Economic Theory Complex Case 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. Anderson, T. W.: Asymptotic Theory for Principal Component Analysis. Ann. Math. Stat.34, 122–148, 1963.Google Scholar
  2. Goodman, N. R.: Statistical Analysis Based on a Certain MultivariateGaussian Distribution. Ann. Math. Stat.34, 1963.Google Scholar
  3. Gupta, R. P.: Some Extensions of the Wishart and Multivariatet-Distribution in the Complex Case. Jr. Ind. Stat. Assn. 31–36, 1964.Google Scholar
  4. — Latent Roots and Vectors of a Wishart Matrix. Ann. Inst. Stat. Math.19, 157–165, 1967.Google Scholar
  5. Khatri, C. G.: Classical Statistical Analysis Based on a Certain Multivariate ComplexGaussian Distribution. Ann. Math. Stat.36, 98–116, 1965.Google Scholar
  6. — A Test for Reality of a Covariance Matrix in a Certain ComplexGaussian Distribution. Ann. Math. Stat.36, 115–119, 1965.Google Scholar
  7. Kshirsagar, A. M.: The Goodness of Fit of a Single (non-isotropic) Hypothetical Principal Component. Biom.48, 397–407, 1961.Google Scholar
  8. Kshirsagar, A. M. andR. P. Gupta: The Goodness of Fit of two (or more) Hypothetical Principal Components. Ann. Inst. Stat. Math.17, 347–356, 1965.Google Scholar
  9. Tamura, Y.: The Distributions of Latent Roots and Vectors. Tokyo Rika Univ. Math.1, 1–16, 1965.Google Scholar

Copyright information

© Physica-Verlag Rudolf Liebing KG 1972

Authors and Affiliations

  • R. P. Gupta
    • 1
  1. 1.Carleton UniversityOttawaCanada

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