The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model
[ X ]
Tarih
2012
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Elsevier Science Inc
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
We derive the spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model. The derivation is based on determining the distinct eigenvalues of a covariance matrix and then obtaining a principal idempotent matrix for each distinct eigenvalue. Examples are given to illustrate the results. (C) 2011 Elsevier Inc. All rights reserved.
Açıklama
Anahtar Kelimeler
Mixed analysis of variance model, Covariance matrix, Eigenvalue and eigenvector, Spectral decomposition of a symmetric matrix
Kaynak
Linear Algebra and Its Applications
WoS Q Değeri
Q2
Scopus Q Değeri
Q1
Cilt
436
Sayı
9
