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

Fumitake Sakaori et al. (2007)

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DOI: 10.1007/S00180-007-0028-1

access: closed

type: Journal Article

metadata version: 2020-07-15

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  dblp key:
  - journals/cstat/SakaoriYKS07
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  - https://dblp.org/rec/journals/cstat/SakaoriYKS07
Fumitake Sakaori, Takayuki Yamada, Akihisa Kawamura, Takakazu Sugiyama:
A new confidence interval for all characteristic roots of a covariance matrix. Comput. Stat. 22(1): 121-131 (2007)

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