Nature

Multiple-trait genome-wide association study based on principal component analysis for residual covariance matrix

Given the drawbacks of implementing multivariate analysis for mapping multiple traits in genome-wide association study (GWAS), principal component analysis (PCA) has been widely used to generate ...
Simon Fraser University

Principal Component Analysis

Principal component analysis was available in Version 6 of SAS/INSIGHT software, but has been extended in the current version. Given a set of several Y variables, principal component analysis produces ...
Simon Fraser University

Inverse Correlation Matrix

For a symmetric correlation matrix, the Inverse Correlation Matrix table contains the inverse of the correlation matrix, as shown in Figure 40.14. The diagonal elements of the inverse correlation ...
Investopedia

Protecting Portfolios Using Correlation Diversification

Manoj Singh has 29+ years of experience working for the Central Bank of India. He is the author of Bulls, Bears, and the Tortoise. Diversification naturally appeals to the risk-averse creature inside ...