Geodesic
Principal Components Analysis in the Complex Case.
Metrika, Tome 19 (1972), pp. 150-155.

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     author = {R.P. Gupta},
     title = {Principal {Components} {Analysis} in the {Complex} {Case.}},
     journal = {Metrika},
     pages = {150--155},
     publisher = {mathdoc},
     volume = {19},
     year = {1972},
     zbl = {0256.62051},
     url = {http://geodesic.mathdoc.fr/item/MET_1972__19_175543/}
}
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R.P. Gupta. Principal Components Analysis in the Complex Case.. Metrika, Tome 19 (1972), pp. 150-155. http://geodesic.mathdoc.fr/item/MET_1972__19_175543/