Pages that link to "Item:Q1170841"
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The following pages link to Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations (Q1170841):
Displayed 24 items.
- Model-based principal components of correlation matrices (Q391551) (← links)
- Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population (Q578803) (← links)
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- Principal components in the nonnormal case: The test of equality of q roots (Q793465) (← links)
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111) (← links)
- Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059) (← links)
- A note on the limiting distribution of certain characteristic roots (Q908624) (← links)
- Asymptotic distribution of the increase of the largest canonical correlation when one of the vectors is augmented (Q1074274) (← links)
- Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes (Q1077855) (← links)
- Asymptotic theory for robust principal components (Q1088340) (← links)
- A structure theorem on bivariate positive quadrant dependent distributions and tests for independence in two-way contingency tables (Q1092560) (← links)
- On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix (Q1118933) (← links)
- A local parameterization of orthogonal and semi-orthogonal matrices with applications (Q1275415) (← links)
- Multivariate dispersion models (Q1587362) (← links)
- On detection of the number of signals when the noise covariance matrix is arbitrary (Q1822171) (← links)
- Asymptotic distributions of functions of the eigenvalues of sample covariance matrix and canonical correlation matrix in multivariate time series (Q1822435) (← links)
- Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality (Q2474240) (← links)
- Asymptotic properties of correlation-based principal component analysis (Q2673193) (← links)
- Bootstrapping the latent roots of certain random matrices (Q3471468) (← links)
- An Asymptotic Expansion of the Distribution of Hotelling's<i>T</i><sup>2</sup>-Statistic Under General Distributions (Q4715613) (← links)
- The effects on the distributions of sample canonical correlations under nonnormality (Q4843672) (← links)
- Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models (Q5004034) (← links)
- On variance of sample matrix eigenvalue (Q5082665) (← links)
- High frequency principal component analysis based on correlation matrix that is robust to jumps, microstructure noise and asynchronous observation times (Q6199636) (← links)