Asymptotic distribution of the sample roots for a nonnormal population

DOI10.1093/BIOMET/63.3.639zbMATH Open0352.62076OpenAlexW2025592898MaRDI QIDQ4122672FDOQ4122672

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)

• Title not available (Why is that?)
• 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
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• A family of tests to detect misspecifications in the random-effects structure of generalized linear mixed models
• 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
• Second-order accurate inference on eigenvalues of covariance and correlation matrices
• Asymptotic study of eigenelements of a sequence of random selfadjoint operators
• An Asymptotic Expansion of the Distribution of Hotelling'sT²-Statistic Under General Distributions
• Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis
• A note on the limiting distribution of certain characteristic roots
• A Simple Rule for the Selection of Principal Components
• On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
• Principal components in the nonnormal case: The test of equality of q roots
• Principal Component Analysis of High-Frequency Data
• Power Function Studies
• Jackknife estimation of the eigenvalues of the covariance matrix
• Delta method approach in a certain irregular condition
• ASYMPTOTIC DISTRIBUTION OF THE LARGEST EIGENVALUE

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