Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality |
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Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (English)
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15 January 2016
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singular value decomposition
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Edgeworth expansion
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Studentized estimators
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asymptotic robustness
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nonnormality
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inter-battery factor analysis
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