On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix

DOI10.1007/BF00053060zbMath0669.62032MaRDI QIDQ1118933

Hisao Nagao

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical examples; eigenvalues; eigenvectors; limiting distributions; sample correlation matrix; jackknife statistics; nonnormal

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62E20: Asymptotic distribution theory in statistics

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The restriction of indecomposable modules of group algebras and the quasi green correspondence, The Existence ofp-Blocks with a Submaximal-Subgroup of aSylowp-Subgroup as Defect Group, Module Correspondences for Twisted Group Algebras, Permutation Modules, Graphs, and Blocks, Green correspondence and its generalisations, Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues, Jackknife estimation of the eigenvalues of the covariance matrix, On the 2 out of 3 lemma

Cites Work

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• Jackknife approximations to bootstrap estimates
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
• Improving the jackknife with special reference to correlation estimation
• On Testing a Set of Correlation Coefficients for Equality