On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix (Q1118933): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix |
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On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix (English)
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1988
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This paper deals with some problems of eigenvalues and eigenvectors of a sample correlation matrix and derives the limiting distributions of their jackknife statistics with some numerical examples.
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nonnormal
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eigenvalues
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eigenvectors
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sample correlation matrix
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limiting distributions
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jackknife statistics
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numerical examples
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