Asymptotic inference for eigenvectors
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Publication:1158908
DOI10.1214/aos/1176345514zbMath0474.62051OpenAlexW2032978955MaRDI QIDQ1158908
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345514
canonical variate analysiselliptical distributionsgeneralized inversesprincipal componentsasymptotic chi-square statisticseigenprojectionsasymptotic confidence region
Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Eigenvalues, singular values, and eigenvectors (15A18)
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