A class of asymptotic tests for principal component vectors

DOI10.1214/AOS/1176346337zbMath0544.62053OpenAlexW1553005346MaRDI QIDQ796934

David E. Tyler

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346337

zbMATH Keywords

normal distributionspectral decompositionlocal alternativesWishart distributionorthogonal projectioneigenspacelatent rootstests for eigenvectorsinvariant asymptotic testslocal powersprincipal component vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (11)

Statistical inference for principal components of spiked covariance matrices ⋮ Testing for principal component directions under weak identifiability ⋮ Optimal rank-based testing for principal components ⋮ Sign tests for weak principal directions ⋮ Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators ⋮ An analysis of David E. Tyler's publication and coauthor network ⋮ On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability ⋮ A test of the hypothesis of partial common principal components ⋮ An improved chi-squared test for a principal component ⋮ Self-consistency: A fundamental concept in statistics ⋮ An asymptotic test for redundancy of variables in the comparison of two covariance matrices

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