Ranasinghe, L.P; Perera, S.S.N; Wijerathna, J.K; Nicolas, P
(South Eastern University of Sri Lanka, University Park, Oluvil #32360, Sri Lanka, 2014-08-02)
This paper studies on how to get an idea through maximum eigen values, when allocating weights to covariance matrix. The
eigen density distribution with respect to the largest eigen value is analysed. This study will help ...