Rank tests for PCA under weak identifiability

DOI10.1214/25-AOS2552MaRDI QIDQ7226992zbMATH OpenFDO

Authors Davy Paindaveine, Laura Peralvo Maroto, Thomas Verdebout

Publication date 8 April 2026

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-54/issue-2/Rank-tests-for-PCA-under-weak-identifiability/10.1214/25-AOS2552.full

zbMATH Keywords

elliptical densitieslimiting experimentsmultivariate signs and ranksprincipal component analysisspiked scatter matricestriangular arrays of observationsweak identifiability

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Factor analysis and principal components; correspondence analysis (62H25)

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