Kotz, Samuel; Pearn, W. L.; Wichern, Dean W. - In: Statistics & Probability Letters 2 (1984) 3, pp. 119-125
General forms for the eigenvalues and eigenvectors of certain patterned correlation matrices are obtained. The pattern considered is one in which the correlation matrix consists of submatrices containing powers of a single correlation coefficient p. The results are discussed in the context of a...
