A class of asymptotic tests for principal component vectors

DOI10.1214/AOS/1176346337zbMATH Open0544.62053OpenAlexW1553005346MaRDI QIDQ796934FDOQ796934

Authors David E. Tyler

Publication date 1983

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176346337

zbMATH Keywords

local alternativesnormal distributionWishart distributionspectral decompositionorthogonal projectioneigenspacetests for eigenvectorslatent rootsinvariant asymptotic testslocal powersprincipal component vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

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Cited in

(22)

• Self-consistency: A fundamental concept in statistics
• Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
• An improved chi-squared test for a principal component
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices
• scientific article; zbMATH DE number 3965216 (Why is no real title available?)
• On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component
• An analysis of David E. Tyler's publication and coauthor network
• On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability
• Sign tests for weak principal directions
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• A test of the hypothesis of partial common principal components
• scientific article; zbMATH DE number 5952281 (Why is no real title available?)
• Powers of the largest latent root test of ∑= I
• Likelihood ratio tests for principal components
• scientific article; zbMATH DE number 4056801 (Why is no real title available?)
• Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
• Testing for principal component directions under weak identifiability
• Optimal rank-based testing for principal components
• An adjustment for a test concerning a principal component subspace
• The asymptotic distribution of principal component roots under local alternatives to multiple roots
• Statistical inference for principal components of spiked covariance matrices
• Tests concerning two non-isotropic principal components

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