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G. R. North, R. Gerald, T. L. Bell, R. F. Cahalan and F. J. Moeng, “Sampling Errors in the Estimation of Empirical Orthogonal Functions,” Monthly Weather Review, Vol. 110, No. 7, 1982, pp. 699-706. http://dx.doi.org/10.1175/1520-0493(1982)110<0699:SEITEO>2.0.CO;2

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