Pages that link to "Item:Q796934"

The following pages link to A class of asymptotic tests for principal component vectors (Q796934):

Displaying 8 items.

• Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
• Optimal rank-based testing for principal components (Q620547) (← links)
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices (Q1070712) (← links)
• Self-consistency: A fundamental concept in statistics (Q1596110) (← links)
• An improved chi-squared test for a principal component (Q1822427) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Testing for principal component directions under weak identifiability (Q2176623) (← links)
• Sign tests for weak principal directions (Q2203629) (← links)