✦ LIBER ✦

Principal Component Analysis from the Multivariate Familial Correlation Matrix

✍ Scribed by Martin Bilodeau; Pierre Duchesne

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 123 KB
Volume: 82
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2027

No coin nor oath required. For personal study only.

✦ Synopsis

This paper considers principal component analysis (PCA) in familial models, where the number of siblings can differ among families.

📜 SIMILAR VOLUMES

Principal components analysis of morphol

Principal components analysis of morphological measures in the Québec family study: Familial correlations

✍ Chi Gu; Treva Rice; Louis Pérusse; Claude Bouchard; D. C. Rao 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 84 KB 👁 1 views

Principal components analysis was carried out on 13 morphological dimensions collected in the first phase of the Québec Family Study (weight, height, fat mass (FM), fat-free mass (FFM), body surface area, six skinfolds, arm and calf girths). The first four principal components (PCs) account for 85.9

A dynamic principal components analysis

A dynamic principal components analysis based on multivariate matrix normal dynamic linear models

✍ Manuel Salvador; Jose Luis Gallizo; Pilar Gargallo 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB 👁 2 views

## Abstract In this paper, we propose a multivariate dynamic linear model (MDLM) that allows us to carry out a dynamic principal components analysis in a set of multivariate time series and to analyse the similarity in their evolution once the influence of non‐stationarity in each of them has been

Speed improvement of multivariate algori

Speed improvement of multivariate algorithms by the method of postponed basis matrix multiplication: Part I. Principal component analysis

✍ Bjørn K. Alsberg; Olav M. Kvalheim 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 899 KB

Speed improvement of multivariate algori

Speed improvement of multivariate algorithms by the method of postponed basis matrix multiplication: Part II. Three-mode principal component analysis

✍ Bjørn K. Alsberg; Olav M. Kvalheim 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 829 KB

Phenotypic covariance structure in tamar

Phenotypic covariance structure in tamarins (genusSaguinus): a comparison of variation patterns using matrix correlation and common principal component analysis

✍ Ackermann, Rebecca Rogers; Cheverud, James M. 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 162 KB 👁 2 views

Constancy of variation/covariation structure among populations is frequently assumed in order to measure the differential selective forces which have caused population differentiation through evolutionary time. Following Steppan ([1997] Evolution 51:571-594), this assumption is examined among closel

Principal components analysis for correl

Principal components analysis for correlated curves and seasonal commodities: The case of the petroleum market

✍ Carlos Tolmasky; Dmitry Hindanov 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 171 KB

## Abstract This article presents a family of term structure models that can be applied to value contingent claims in multicommodity and seasonal markets. We apply the framework to the futures contracts on crude and heating oils trading on NYMEX. We show how to deal with the problem of having to va