Jackknife estimation of the eigenvalues of the covariance matrix

DOI10.1016/0167-9473(93)90191-UzbMath0875.62220MaRDI QIDQ2563646

Mario Romanazzi

Publication date: 10 November 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

robustnesseigenvalueinfluence functionjackknife

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric statistical resampling methods (62G09) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

A Comparison of Methods for Approximating the Mean Eigenvalues of a Random Matrix

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix
• Variance estimation for the jackknife using von Mises expansions
• On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
• Influence in principal components analysis
• The Influence Curve and Its Role in Robust Estimation
• Robust estimation and outlier detection with correlation coefficients
• Asymptotic distribution of the sample roots for a nonnormal population
• Improving the jackknife with special reference to correlation estimation
• On the Sampling Theory of Roots of Determinantal Equations

This page was built for publication: Jackknife estimation of the eigenvalues of the covariance matrix