Optimal rank-based tests for common principal components (Q2435252)

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Optimal rank-based tests for common principal components
scientific article

    Statements

    title
    Optimal rank-based tests for common principal components (English)
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    author
    Marc Hallin
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    Davy Paindaveine
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    Thomas Verdebout
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    published in
    Bernoulli
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    publication date
    4 February 2014
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    zbMATH Keywords
    common principal components
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    local asymptotic normality
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    rank-based methods
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    robustness
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    Identifiers

    DOI
    10.3150/12-BEJ461
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    Mathematics Subject Classification ID
    62H15
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    62H25
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    62G10
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    zbMATH DE Number
    6254571
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