Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis

DOI10.1080/03610910500415977zbMATH Open1086.62021OpenAlexW1984920806MaRDI QIDQ3378034FDOQ3378034

Haruhiko Ogasawara

Publication date: 29 March 2006

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910500415977

Recommendations

• Asymptotic expansions in mean and covariance structure analysis
• Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality
• Concise formulas for the standard errors of component loading estimates
• Asymptotic Distribution of Studentized Contribution Ratio in High-Dimensional Principal Component Analysis
• Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis

zbMATH Keywords

principal component analysisbiasEdgeworth expansionskewnessvarimax rotationhigher-order asymptotic variancesvariance-adjusted Cornish-Fisher expansions

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• Title not available (Why is that?)
• The bootstrap and Edgeworth expansion
• Title not available (Why is that?)
• Asymptotic Theory for Principal Component Analysis
• Standard errors for rotated factor loadings
• Concise formulas for the standard errors of component loading estimates
• Standard errors for obliquely rotated factor loadings
• On the Sampling Theory of Roots of Determinantal Equations
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Asymptotic distribution of the sample roots for a nonnormal population
• ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Asymptotic expansions and bootstrap approximations in factor analysis

Cited In (1)

• Model-based principal components of correlation matrices

This page was built for publication: Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3378034)