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

DOI10.1007/S10463-008-0174-4zbMATH Open1332.62188OpenAlexW2023639032MaRDI QIDQ904059FDOQ904059

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

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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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