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dc.contributor.author
Cook, R. Dennis  
dc.contributor.author
Forzani, Liliana Maria  
dc.date.available
2019-09-24T00:03:47Z  
dc.date.issued
2008-12  
dc.identifier.citation
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  
dc.identifier.issn
0006-3444  
dc.identifier.uri
http://hdl.handle.net/11336/84236  
dc.description.abstract
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.  
dc.format
application/pdf  
dc.language.iso
eng  
dc.publisher
Oxford University Press  
dc.rights
info:eu-repo/semantics/openAccess  
dc.rights.uri
https://creativecommons.org/licenses/by-nc-sa/2.5/ar/  
dc.subject
CENTRAL SUBSPACE  
dc.subject
DIMENSION REDUCTION  
dc.subject
ENVELOPES  
dc.subject
GRASSMANN MANIFOLDS  
dc.subject
REDUCING SUBSPACES  
dc.subject.classification
Matemática Pura  
dc.subject.classification
Matemáticas  
dc.subject.classification
CIENCIAS NATURALES Y EXACTAS  
dc.title
Covariance reducing models: An alternative to spectral modelling of covariance matrices  
dc.type
info:eu-repo/semantics/article  
dc.type
info:ar-repo/semantics/artículo  
dc.type
info:eu-repo/semantics/publishedVersion  
dc.date.updated
2019-09-20T14:17:43Z  
dc.journal.volume
95  
dc.journal.number
4  
dc.journal.pagination
799-812  
dc.journal.pais
Reino Unido  
dc.journal.ciudad
Oxford  
dc.description.fil
Fil: Cook, R. Dennis. University of Minnesota; Estados Unidos  
dc.description.fil
Fil: Forzani, Liliana Maria. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro Científico Tecnológico Conicet - Santa Fe. Instituto de Matemática Aplicada del Litoral. Universidad Nacional del Litoral. Instituto de Matemática Aplicada del Litoral; Argentina  
dc.journal.title
Biometrika  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/doi/http://dx.doi.org/10.1093/biomet/asn052  
dc.relation.alternativeid
info:eu-repo/semantics/altIdentifier/url/https://academic.oup.com/biomet/article-abstract/95/4/799/262858  

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