Wald Statistics in high-dimensional PCA

DOI10.1051/ps/2019002OpenAlexW2963302239WikidataQ128507915 ScholiaQ128507915MaRDI QIDQ5881043

Matthias Löffler

Publication date: 9 March 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.03839

zbMATH Keywords

central limit theoremgoodness of fit testsconfidence setsPCAspectral projectors

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03)

Cites Work

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• Asymptotic Theory for Principal Component Analysis
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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