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A STUDY OF RANK OF A COVARIANCE MATRIXAND ITS APPLUCATIONS
Vikash1, Dr. Mahender Singh Poonia2
Abstract:
The purpose of this section is to provide an overview of the research that we have been conducting in our investigation into the direct change idea, with a focus on learning difficulties, common mental models that understudies may have about it, a system of an inherited rot that depicts an expected way by which this idea can be created, issues that understudies may comprehend as to registers of depiction, and the work that unique estimation conditions may plough. In this paper, the estimation of covariance matrices based on multivariate sign and rank vectors is discussed. Equivariance and robustness properties of the sign and rank covariance matrices are described. We show their use for the principal components analysis (PCA) problem. Limiting efficiencies of the estimation procedures for PCA are compared.