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

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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)

Cited In (21)

• An adjustment for a test concerning a principal component subspace
• Title not available (Why is that?)
• Likelihood ratio tests for principal components
• Optimal rank-based testing for principal components
• Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators
• 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
• Statistical inference for principal components of spiked covariance matrices
• Tests concerning two non-isotropic principal components
• Powers of the largest latent root test of ∑= I
• Testing for principal component directions under weak identifiability
• On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component
• An improved chi-squared test for a principal component
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• The asymptotic distribution of principal component roots under local alternatives to multiple roots
• Self-consistency: A fundamental concept in statistics
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Title not available (Why is that?)
• A test of the hypothesis of partial common principal components
• An asymptotic test for redundancy of variables in the comparison of two covariance matrices
• Sign tests for weak principal directions

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