Optimal rank-based tests for common principal components

DOI10.3150/12-BEJ461zbMath1457.62182MaRDI QIDQ2435252

Marc Hallin, Davy Paindaveine, Thomas Verdebout

Publication date: 4 February 2014

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

robustness; local asymptotic normality; common principal components; rank-based methods

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62G10: Nonparametric hypothesis testing

62H15: Hypothesis testing in multivariate analysis