Hall, Stephen G. (contributor); Yhap, B. (contributor) - 2003 - [Elektronische Ressource]
is an (N(N+1)/2) vector and A
i
and B
i
are (N(N+1)/2)x(N(N+1)/2) matrices.
This general formulation rapidly produces … conversation. Consider a set of n stochastic variables X, which have a
covariance structure V. Principal components then produces … a set of n variables (P),
which contain all the variation of X but are also orthogonal to each other. The standard …