Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059)

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scientific article; zbMATH DE number 6530955
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    Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
    scientific article; zbMATH DE number 6530955

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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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