This paper derives the asymptotic second-order moments of the distinct eigenvalues and the corresponding eigenvectors of a sample covariance matrix in the correlated snapshot case. The general moment formulas obtained herein encompass several previously published results as special cases. The formul
On the use of the covariance matrix to fit correlated data
β Scribed by G. D'Agostini
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 413 KB
- Volume
- 346
- Category
- Article
- ISSN
- 0168-9002
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
This paper extends the work of KODLIN (1963, who proposed a method for analyzing patient survival data wherein the hazard rate was linearly related to the survival time. The present paper extends Kodlin's model to permit maximum likelihood estimation of the parameters so that covariate effects are i
One of the methods in common use for analyzing large data sets is a two-step procedure, in which subsets of the full data are first least-squares fitted to a preliminary set of parameters, and the latter are subsequently merged to yield the final parameters. The second step of this procedure is prop