In applying statistical methods such as principal component analysis, canonical correlation analysis, and sufficient dimension reduction, we need to determine how many eigenvectors of a random matrix ...

This is a preview. Log in through your library . Publisher Information "The Society for Industrial and Applied Mathematics is a leading international association for applied mathematics, and its ...

Network analysis begins with data that describes the set of relationships among the members of a system. The goal of analysis is to obtain from the low-level relational data a higher-level description ...

For a covariance or correlation matrix, the sum of its eigenvalues equals the trace of the matrix, that is, the sum of the variances of the n y variables for a covariance matrix, and n y for a ...