On the principal components of sample covariance matrices
Crossref DOI link: https://doi.org/10.1007/s00440-015-0616-x
Published Online: 2015-02-22
Published Print: 2016-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bloemendal, Alex
Knowles, Antti
Yau, Horng-Tzer
Yin, Jun
Text and Data Mining valid from 2015-02-22
Version of Record valid from 2015-02-22
Article History
Received: 14 May 2014
Revised: 29 October 2014
First Online: 22 February 2015
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