Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model Article

Dryden, Ian L, Kume, Alfred, Le, Huiling et al. (2010). Statistical inference for functions of the covariance matrix in the stationary Gaussian time-orthogonal principal components model . 62(5), 967-994. 10.1007/s10463-008-0202-4

keywords

  • Autoregressive
  • Central limit theorem
  • Configurational entropy
  • Mathematics
  • Physical Sciences
  • Principal components
  • Procrustes
  • Sample covariance
  • Science & Technology
  • Shape
  • Size-and-shape
  • Statistics & Probability

Digital Object Identifier (DOI)

publisher

  • SPRINGER HEIDELBERG

start page

  • 967

end page

  • 994

volume

  • 62

issue

  • 5