A new confidence interval for all characteristic roots of a covariance matrix

Fumitake Sakaori (), Takayuki Yamada, Akihisa Kawamura and Takakazu Sugiyama

Computational Statistics, 2007, vol. 22, issue 1, 131 pages

Keywords: Characteristic root; Confidence interval; Perturbation expansion (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s00180-007-0028-1

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