Asymptotic study of eigenelements of a sequence of random selfadjoint operators

DOI10.1080/02331889108802329MaRDI QIDQ3985831zbMATH OpenOpenAlexFDO

Authors Simplice Dossou-Gbété, Alain Pousse

Publication date 27 June 1992

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889108802329

zbMATH Keywords

principal component analysiseigenvalueseigenvectorseigenprojectorsselfadjoint random operator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Random operators and equations (aspects of stochastic analysis) (60H25)

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• Asymptotic distribution of the sample roots for a nonnormal population
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Inference in canonical correlation analysis
• Latent roots and matrix variates: a review of some asymptotic results
• On the validity of the perturbation method in asymptotic theory

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