### Abstract

General forms for the eigenvalues and eigenvectors of certain patterned correlation matrices are obtained. The pattern considered is one in which the correlation matrix consists of submatrices containing powers of a single correlation coefficient p. The results are discussed in the context of a principal component analysis (or a factor analysis) of observations on a random vector X.

Original language | English |
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Pages (from-to) | 119-125 |

Number of pages | 7 |

Journal | Statistics and Probability Letters |

Volume | 2 |

Issue number | 3 |

DOIs | |

State | Published - 1 Jan 1984 |

### Keywords

- correlation matrix
- eigenvalues
- eigenvectors
- factor analysis
- principal component analysis

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## Cite this

Kotz, S., Pearn, W. L., & Wichern, D. W. (1984). Eigenvalue-eigenvector analysis for a class of patterned correlation matrices with an application.

*Statistics and Probability Letters*,*2*(3), 119-125. https://doi.org/10.1016/0167-7152(84)90001-4