Second-order accurate inference on eigenvalues of covariance and correlation matrices
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References listed on IDEAS
- Wang, Suojin, 1992. "General saddlepoint approximations in the bootstrap," Statistics & Probability Letters, Elsevier, vol. 13(1), pages 61-66, January.
- Bahjat F. Qaqish, 2003. "A family of multivariate binary distributions for simulating correlated binary variables with specified marginal means and correlations," Biometrika, Biometrika Trust, vol. 90(2), pages 455-463, June.
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- Robert J. Boik, 2003. "Principal component models for correlation matrices," Biometrika, Biometrika Trust, vol. 90(3), pages 679-701, September.
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- Boik, Robert J., 1998. "A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 244-276, November.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Boik, Robert J., 2013. "Model-based principal components of correlation matrices," Journal of Multivariate Analysis, Elsevier, vol. 116(C), pages 310-331.
- Boik, Robert J., 2008. "An implicit function approach to constrained optimization with applications to asymptotic expansions," Journal of Multivariate Analysis, Elsevier, vol. 99(3), pages 465-489, March.
More about this item
KeywordsConfidence interval Correlation matrix Covariance matrix Edgeworth expansion Eigenvalue Principal components analysis Saddlepoint approximation;
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