The asymptotic distribution of principal component roots under local alternatives to multiple roots
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Publication:797929
DOI10.1214/aos/1176346336zbMath0546.62007OpenAlexW1571696237MaRDI QIDQ797929
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
elliptical distributionslocal power functionaffine-invariant M-estimates of scatterlocal alternatives to multiple population rootsprincipal component rootsspherically invariant random matricestest for subsphericity
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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