Asymptotic distribution of the sample roots for a nonnormal population

DOI10.1093/BIOMET/63.3.639MaRDI QIDQ4122672zbMATHOpenAlexFDO

Authors Christine M. Waternaux

Publication date 1976

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/63.3.639

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Monte Carlo methods (65C05) Optimal statistical designs (62K05)

Cited in

(22)

• Delta method approach in a certain irregular condition
• Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Higher-Order Asymptotic Standard Error and Asymptotic Expansion in 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
• A local parameterization of orthogonal and semi-orthogonal matrices with applications
• A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
• Bias and Mean Square Error of the Sample Roots Under the Contaminated Gaussian Model
• A note on the limiting distribution of certain characteristic roots
• On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
• ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE
• Testing the eigenvalue structure of spot and integrated covariance
• Principal Component Analysis of High-Frequency Data
• A Simple Rule for the Selection of Principal Components
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• Jackknife estimation of the eigenvalues of the covariance matrix
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Indeterminacy problems in factor analysis and optimal principal component analysis
• Power Function Studies
• Principal components in the nonnormal case: The test of equality of q roots
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions

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