کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146829 957532 2006 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The Spectral Decomposition of Covariance Matrices for the Variance Components Models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
The Spectral Decomposition of Covariance Matrices for the Variance Components Models
چکیده انگلیسی

The aim of this paper is to propose a simple method to determine the number of distinct eigenvalues and the spectral decomposition of covariance matrix for a variance components model. The method introduced in this paper is based on a partial ordering of symmetric matrix and relation matrix. A method is also given for checking straightforwardly whether these distinct eigenvalues are linear dependent as functions of variance components. Some examples and applications to illustrate the results are presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 97, Issue 10, November 2006, Pages 2190-2205