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

DOI10.1080/03610910500415977MaRDI QIDQ3378034zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 3945094 (Why is no real title available?)
• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
• ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
• Asymptotic Theory for Principal Component Analysis
• Asymptotic distribution of the sample roots for a nonnormal population
• Asymptotic expansions and bootstrap approximations in factor analysis
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices
• Concise formulas for the standard errors of component loading estimates
• On the Sampling Theory of Roots of Determinantal Equations
• Standard errors for obliquely rotated factor loadings
• Standard errors for rotated factor loadings
• The bootstrap and Edgeworth expansion

Cited in

(1)

• Model-based principal components of correlation matrices

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