Title:

The Eigenstructure of Block-Structured Correlation Matrices and Its Implications for Principal Component Analysis

Authors:

Jorge Cadima (UTL)
Francisco Lage Calheiros (U Porto)
Isabel P. Preto (U Porto)

Journal:

Journal Of Applied Statistics

Year:

2010

Volume:

37

Number:

3-4

Pages:

577-589

JEL code:

Y8 - Related Disciplines