Some applications of Watson's perturbation approach to random matrices

DOI10.1006/JMVA.1996.1640MaRDI QIDQ1369663zbMATH OpenOpenAlexFDO

Authors Frits Ruymgaart, Song Yang

Publication date 14 December 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1996.1640

zbMATH Keywords

perturbationprincipal componentsrobustness

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Multivariate analysis (62H99)

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Cited in

(11)

• The Fréchet derivative of an analytic function of a bounded operator with some applications
• Large and moderate deviations for infinite-dimensional autoregressive processes.
• Some laws of the iterated logarithm in Hilbertian autoregressive models
• Weak convergence for the covariance operators of a Hilbertian linear process.
• Backward nested descriptors asymptotics with inference on stem cell differentiation
• The delta method for analytic functions of random operators with application to functional data
• The one- and multi-sample problem for functional data with application to projective shape analysis
• Limit laws of the empirical Wasserstein distance: Gaussian distributions
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• On the validity of the perturbation method in asymptotic theory
• Some properties of canonical correlations and variates in infinite dimensions

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