Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

DOI10.1007/S10463-008-0174-4MaRDI QIDQ904059zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 15 January 2016

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-008-0174-4

zbMATH Keywords

Edgeworth expansionsingular value decompositionnonnormalityasymptotic robustnessinter-battery factor analysisStudentized estimators

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cited in

(2)

• Factor analysis for paired ranked data with application on parent-child value orientation preference data
• The nonsingularity of \(\varGamma\) in covariance structure analysis of nonnormal data

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