Asymptotic inference for eigenvectors

DOI10.1214/AOS/1176345514zbMath0474.62051OpenAlexW2032978955MaRDI QIDQ1158908

David E. Tyler

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1214/aos/1176345514

zbMATH Keywords

canonical variate analysiselliptical distributionsgeneralized inversesprincipal componentsasymptotic chi-square statisticseigenprojectionsasymptotic confidence region

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18)

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