Going back from a correlation matrix to the original matrix
Posted by Ali, at math.stackexchange.com,
I have N sensors which are been sampled M times, so I have an N by M readout matrix. If I want to know the relation and…
Theory of Multivariate Statistics
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Linear algebra
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Altmetric BadgeChapter 2 Random vectors
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Altmetric BadgeChapter 3 Gamma, Dirichlet, and F distributions
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Altmetric BadgeChapter 4 Invariance
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Altmetric BadgeChapter 5 Multivariate normal
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Altmetric BadgeChapter 6 Multivariate sampling
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Altmetric BadgeChapter 7 Wishart distributions
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Altmetric BadgeChapter 8 Tests on mean and variance
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Altmetric BadgeChapter 9 Multivariate regression
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Altmetric BadgeChapter 10 Principal components
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Altmetric BadgeChapter 11 Canonical correlations
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Altmetric BadgeChapter 12 Asymptotic expansions
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Altmetric BadgeChapter 13 Robustness
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Altmetric BadgeChapter 14 Bootstrap confidence regions and tests