On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix (Q3713330)
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scientific article; zbMATH DE number 3942724
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| English | On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix |
scientific article; zbMATH DE number 3942724 |
Statements
On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix (English)
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1985
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implicit function theorem
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kurtosis
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Brillinger case
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short-tailed and long-tailed populations
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limiting distribution of jackknife statistics
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non-normal distributions
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Numerical examples
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classical procedures
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