A new confidence interval for all characteristic roots of a covariance matrix
| Year of publication: |
2007
|
|---|---|
| Authors: | Sakaori, Fumitake ; Yamada, Takayuki ; Kawamura, Akihisa ; Sugiyama, Takakazu |
| Published in: |
Computational Statistics. - Springer. - Vol. 22.2007, 1, p. 121-131
|
| Publisher: |
Springer |
| Subject: | Characteristic root | Confidence interval | Perturbation expansion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613212