搜索结果: 1-3 共查到“统计学 eigen”相关记录3条 . 查询时间(0.104 秒)
Relationships between eigen and complex network techniques for the statistical analysis of climate data
eigen complex network techniques statistical analysis climate data
2013/6/17
Eigen techniques such as empirical orthogonal function (EOF) or coupled pattern (CP) analysis have been frequently used for detecting patterns in multivariate climatological data sets. Recently, stati...
Surprising Asymptotic Conical Structure in Critical Sample Eigen-Directions
PCA High Dimension Boundary Behavior Consistency
2013/4/28
The aim of this paper is to establish several deep theoretical properties of principal component analysis for multiple-component spike covariance models. Our new results reveal a surprising asymptotic...
Statistical eigen-inference from large Wishart matrices
Sample covariance matrices random matrix theory Wishartmatrices second order freeness free probability
2010/4/26
We consider settings where the observations are drawn from a zero-mean multivariate
(real or complex) normal distribution with the population covariance matrix
having eigenvalues of arbitrary multip...