Asymptotic study of eigenelements of a sequence of random selfadjoint operators

DOI10.1080/02331889108802329zbMath0737.60055OpenAlexW2043116884MaRDI QIDQ3985831

A. Pousse, Simplice Dossou-Gbété

Publication date: 27 June 1992

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802329

zbMATH Keywords

eigenvaluesprincipal component analysiseigenvectorseigenprojectorsselfadjoint random operator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random operators and equations (aspects of stochastic analysis) (60H25) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cites Work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Latent roots and matrix variates: a review of some asymptotic results
• Inference in canonical correlation analysis
• On the validity of the perturbation method in asymptotic theory
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic distribution of the sample roots for a nonnormal population

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