Testing for common principal components under heterokurticity (Q3068110)
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scientific article; zbMATH DE number 5836132
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| English | Testing for common principal components under heterokurticity |
scientific article; zbMATH DE number 5836132 |
Statements
Testing for Common Principal Components under Heterokurticity (English)
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13 January 2011
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common principal components
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elliptical distributions
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pseudo-Gaussian inference
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robust inference
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0.8530762791633606
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0.8522616624832153
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0.7820772528648376
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0.7800403833389282
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