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~subject:"Canonical variate analysis"
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Canonical variate analysis
Eigenvalues and eigenvectors
8
Spatial data
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CAR model
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Frequentist properties
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Integrated likelihood
2
Maximum likelihood
2
Profile likelihood
2
Restricted likelihood
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Weight matrix
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Asymptotics
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Between-group analysis
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Common principal component model
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Correlation matrix
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Covariance operator
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Functional autoregressive process with random coefficients
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Hilbert–Schmidt norm
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Jacobian of a transformation
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Matusita distance between populations
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Metric scaling
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Poincaré separation theorem
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Portfolio optimization
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Principal component analysis
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Random matrix theory
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dimension reduction
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eigenvalues and eigenvectors
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likelihood function
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likelihood ratio test
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Krzanowski, W.
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Journal of Classification
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Between-group analysis with heterogeneous covariance matrices: The common principal component model
Krzanowski, W.
- In:
Journal of Classification
7
(
1990
)
1
,
pp. 81-98
Persistent link: https://www.econbiz.de/10005376150
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