Inference for eigenvalues and eigenvectors of Gaussian symmetric matrices

DOI10.1214/08-AOS628zbMath1196.62067arXiv0901.3290MaRDI QIDQ1000311

Jonathan E. Taylor, Armin Schwartzman, Walter F. Mascarenhas

Publication date: 6 February 2009

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0901.3290

zbMATH Keywords

likelihood ratio test; submanifold; maximum likelihood; random matrix; curved exponential family; orthogonally invariant

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62H12: Estimation in multivariate analysis

62H15: Hypothesis testing in multivariate analysis

62H35: Image analysis in multivariate analysis

15A18: Eigenvalues, singular values, and eigenvectors