ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1

DOI10.1111/J.1467-842X.1977.TB01088.XzbMATH Open0417.62046OpenAlexW2066434649MaRDI QIDQ3207927FDOQ3207927

Authors: A. W. Davis 

Publication date: 1977

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1977.tb01088.x

zbMATH Keywords

principal componentsasymptotic theoryasymptotic distributions of latent rootsmultivariate normal casenon- normal

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Cited In (22)

• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Indeterminacy problems in factor analysis and optimal principal component analysis
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• Bias and Mean Square Error of the Sample Roots Under the Contaminated Gaussian Model
• Allometric Extension
• Optimal rank-based testing for principal components
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• Statistical methods generalizing principal component analysis to non-Euclidean spaces
• Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
• Robust covariance estimation for distributed principal component analysis
• Testing the eigenvalue structure of spot and integrated covariance
• Nonparametric confidence regions for the central orientation of random rotations
• Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis
• Limiting distribution of roots with differential rates of convergence
• A note on the limiting distribution of certain characteristic roots
• On the convergence of the ordered roots of a sequence of determinantal equations
• A Simple Rule for the Selection of Principal Components
• Design-free estimation of variance matrices
• Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Quadratic discriminant functions with constraints on the covariance matrices: Some asymptotic results
• Maximum likelihood estimation and MUSIC in array localization signal processing: A review

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