A local parameterization of orthogonal and semi-orthogonal matrices with applications
Cet article propose une paramétrisation locale pour les matrices orthogonales et semi-orthogonales avec comme objectif de donner une étude asymptotique unifiée pour certaines méthodes de la Statistique multidimensionnelle. On peut signaler qu'une telle étude asymptotique unifiée synthétisée par \textit{S. Dossou-Gbete} et \textit{A. Pousse} [Statistics 22, No.3, 479-491 (1991; Zbl 0737.60055)] a déjà été donnée; on pourra aussi consulter, entre autres, les références \textit{J.J. Hunter} [Mathematical techniques of applied probability. Vol. 1. Zbl 0539.60064)] et \textit{J. Fine} et \textit{Y. Romain} [Math. Operationsforsch. Stat., Ser. Stat. 15, 493-512 (1989; Zbl 0616.62080)], ainsi qu'un chapitre écrit par \textit{A. Pousse} dans \textit{J. J. Droesbecke} et al. (eds.), ``Modèles mathématiques pour l'analyse des données multidimensionnelles. Economica, Paris (1992).
- A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
- A note on the consistency of estimators in the analysis of moment structures
- A Test for a Specific Principal Component of a Correlation Matrix
- An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
- An inter-battery method of factor analysis
- Asymptotic distribution of the sample roots for a nonnormal population
- Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
- Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
- Asymptotic expansions for the distributions of the sample roots under nonnormality
- Asymptotic inference for eigenvectors
- Asymptotic Theory for Principal Component Analysis
- ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
- Asymptotically distribution‐free methods for the analysis of covariance structures
- Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis
- Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
- Estimating Equations for Parameters in Means and Covariances of Multivariate Discrete and Continuous Responses
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- scientific article; zbMATH DE number 3117083 (Why is no real title available?)
- scientific article; zbMATH DE number 4161980 (Why is no real title available?)
- scientific article; zbMATH DE number 3744343 (Why is no real title available?)
- scientific article; zbMATH DE number 3594488 (Why is no real title available?)
- scientific article; zbMATH DE number 3593845 (Why is no real title available?)
- scientific article; zbMATH DE number 3441501 (Why is no real title available?)
- scientific article; zbMATH DE number 911725 (Why is no real title available?)
- scientific article; zbMATH DE number 3892457 (Why is no real title available?)
- Longitudinal data analysis using generalized linear models
- Matrix derivatives with an application to an adaptive linear decision problem
- Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
- Multivariate regression models for panel data
- On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix
- On the Sampling Theory of Roots of Determinantal Equations
- Quartic rotation criteria and algorithms
- Reduced rank models for multiple time series
- Reduced-rank regression for the multivariate linear model
- Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models
- TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
- The Analysis of Nonadditivity in Two-Way Analysis of Variance
- The asymptotic covariance matrix of sample correlation coefficients under general conditions
- The asymptotic distribution of elements of a correlation matrix: Theory and application
- The asymptotic distribution of singular values with applications to canonical correlations and correspondence analysis
- The asymptotic variance matrix of the sample correlation matrix
- The commutation matrix: Some properties and applications
- The comparison of interdependent correlations between optimal linear composites
- The effects of nonnormality on tests for dimensionality in canonical correlation and MANOVA models
- The likelihood ratio tests for the dimensionality of regression coefficients
- The maximum-likelihood solution in inter-battery factor analysis
- Unbiased estimation of fourth-order matrix moments
- Accurate confidence intervals in regression analyses of non-normal data
- Approximations to the distribution of the sample correlation matrix
- Asymptotic expansion of the sample correlation coefficient under nonnormality
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
- Newton algorithms for analytic rotation: an implicit function approach
- Second-order accurate inference on eigenvalues of covariance and correlation matrices
- Asymptotic Expansion in Reduced Rank Regression Under Normality and Nonnormality
- scientific article; zbMATH DE number 4034985 (Why is no real title available?)
- Model-based principal components of correlation matrices
- scientific article; zbMATH DE number 1474675 (Why is no real title available?)
- Principal components on coefficient of variation matrices
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
This page was built for publication: A local parameterization of orthogonal and semi-orthogonal matrices with applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1275415)