Some applications of Watson's perturbation approach to random matrices

DOI10.1006/jmva.1996.1640zbMath0927.62018OpenAlexW1992255091MaRDI QIDQ1369663

Song Yang, Frits H. Ruymgaart

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

robustnessperturbationprincipal components

Mathematics Subject Classification ID

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

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