On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix

DOI10.1007/BF00053060zbMath0669.62032OpenAlexW2028810406MaRDI QIDQ1118933

Hisao Nagao

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053060

zbMATH Keywords

numerical exampleseigenvalueseigenvectorslimiting distributionssample correlation matrixjackknife statisticsnonnormal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

On the 2 out of 3 lemma ⋮ On variance of sample matrix eigenvalue ⋮ Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues ⋮ The restriction of indecomposable modules of group algebras and the quasi green correspondence ⋮ The Existence ofp-Blocks with a Submaximal-Subgroup of aSylowp-Subgroup as Defect Group ⋮ Module Correspondences for Twisted Group Algebras ⋮ Permutation Modules, Graphs, and Blocks ⋮ Jackknife estimation of the eigenvalues of the covariance matrix ⋮ Green correspondence and its generalisations ⋮ The Projective Cover of the Trivial Module Over a Group Algebra of a Finite Group

Cites Work

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• Bootstrap tests and confidence regions for functions of a covariance matrix
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• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
• Improving the jackknife with special reference to correlation estimation
• On Testing a Set of Correlation Coefficients for Equality