Artículo
Covariance reducing models: An alternative to spectral modelling of covariance matrices
Fecha de publicación:
12/2008
Editorial:
Oxford University Press
Revista:
Biometrika
ISSN:
0006-3444
Idioma:
Inglés
Tipo de recurso:
Artículo publicado
Clasificación temática:
Resumen
We introduce covariance reducing models for studying the sample covariance matrices of a random vector observed in different populations. The models are based on reducing the sample covariance matrices to an informational core that is sufficient to characterize the variance heterogeneity among the populations. They possess useful equivariance properties and provide a clear alternative to spectral models for covariance matrices.
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Articulos(IMAL)
Articulos de INST.DE MATEMATICA APLICADA "LITORAL"
Articulos de INST.DE MATEMATICA APLICADA "LITORAL"
Citación
Cook, R. Dennis; Forzani, Liliana Maria; Covariance reducing models: An alternative to spectral modelling of covariance matrices; Oxford University Press; Biometrika; 95; 4; 12-2008; 799-812
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