The asymptotic distribution of principal component roots under local alternatives to multiple roots

DOI10.1214/aos/1176346336zbMath0546.62007OpenAlexW1571696237MaRDI QIDQ797929

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/1176346336

zbMATH Keywords

elliptical distributionslocal power functionaffine-invariant M-estimates of scatterlocal alternatives to multiple population rootsprincipal component rootsspherically invariant random matricestest for subsphericity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Random matrices (algebraic aspects) (15B52)

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