Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

DOI10.1214/08-AOS628zbMath1196.62067arXiv0901.3290OpenAlexW3102692484MaRDI QIDQ1000311

Walter F. Mascarenhas, Armin Schwartzman, Jonathan E. Taylor

Publication date: 6 February 2009

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

Full work available at URL: https://arxiv.org/abs/0901.3290

zbMATH Keywords

likelihood ratio testsubmanifoldmaximum likelihoodrandom matrixcurved exponential familyorthogonally invariant

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Image analysis in multivariate analysis (62H35) Eigenvalues, singular values, and eigenvectors (15A18)

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