Robust tests for the common principal components model
DOI10.1016/J.JSPI.2008.05.052zbMATH Open1153.62049OpenAlexW1971374546MaRDI QIDQ998988FDOQ998988
Authors: Graciela Boente, Ana M. Pires, Isabel M. Rodrigues 
Publication date: 30 January 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.05.052
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- scientific article; zbMATH DE number 1747143
common principal componentsrobust estimationWald-type testplug-in methodsproportional scatter matriceslog-likelihood ratio test
Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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- Influence functions of two families of robust estimators under proportional scatter matrices
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- The influence function of the Stahel--Donoho estimator of multivariate location and scatter.
- Robust tests for the common principal components model
Cited In (12)
- Unconstrained representation of orthogonal matrices with application to common principal components
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components
- Weighted chi-squared tests for partial common principal component subspaces
- A comparison of some methods for the selection of a common eigenvector model for the covariance matrices of two groups
- Raw data maximum likelihood estimation for common principal component models: a state space approach
- Testing for common principal components under heterokurticity
- Robust plug-in estimators in proportional scatter models.
- Robust tests for one or more allometric lines
- Robust discrimination under a hierarchy on the scatter matrices
- Robust tests for the common principal components model
- Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation
- Optimal rank-based tests for common principal components
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