Table 8.
Eigenvalues (li) and Inverse Eigenvalues of Σ̂
Data type and eigenvalue | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
---|---|---|---|---|---|---|---|---|
Empirical | ||||||||
li | 4.189 | 3.240 | 0.251 | 0.117 | 0.088 | 0.086 | 0.018 | 0.011 |
0.239 | 0.309 | 3.978 | 8.576 | 11.390 | 11.655 | 54.945 | 92.593 | |
Artificial | ||||||||
li | 2.961 | 1.372 | 0.961 | 0.835 | 0.761 | 0.712 | 0.247 | 0.151 |
0.338 | 0.729 | 1.041 | 1.197 | 1.314 | 1.405 | 4.050 | 6.623 |