Optimal rank-based testing for principal components
From MaRDI portal
Publication:620547
DOI10.1214/10-AOS810zbMath1373.62295arXiv1211.2117OpenAlexW2029643397MaRDI QIDQ620547
Davy Paindaveine, Thomas Verdebout, Marc Hallin
Publication date: 19 January 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.2117
local asymptotic normalityprincipal componentsscatter matrixcurved experimentselliptical densitiesmultivariate ranks and signsshape matrixtests for eigenvaluestests for eigenvectors
Factor analysis and principal components; correspondence analysis (62H25) Nonparametric robustness (62G35) Parametric hypothesis testing (62F03)
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