ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1

DOI10.1111/J.1467-842X.1977.TB01088.XMaRDI QIDQ3207927zbMATH OpenOpenAlexFDO

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
• Optimal rank-based testing for principal components
• Allometric Extension
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• Statistical methods generalizing principal component analysis to non-Euclidean spaces
• Robust covariance estimation for distributed principal component analysis
• Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
• 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
• Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit
• Design-free estimation of variance matrices
• 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

This page was built for publication: ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3207927)