Optimal whitening and decorrelation

A Kessy, A. L., & Strimmer, K. (2016). Optimal whitening and decorrelation.

Type

Unclassified

Intellectual base

Unclassified

Year

2016

DOI

10.1080/00031305.2016.1277159

Link

https://doi.org/10.1080/00031305.2016.1277159

Cited by

1 citation across 1 artifact.

Domain-specific

• Whitening transformation
  • … and equation W Sigma W transpose equals identity, chosen factorization and rotation, inverse coloring transform, sample-estimation regularization and distinction from independence are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..

Verification

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Registry ID ref:6f7ff6188681 · see in the full table