Testing for common principal components under heterokurticity

DOI10.1080/10485250903548737MaRDI QIDQ3068110zbMATH OpenOpenAlexFDO

Authors Marc Hallin, Davy Paindaveine, Thomas Verdebout

Publication date 13 January 2011

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://dipot.ulb.ac.be/dspace/bitstream/2013/56111/3/CPC.pdf

zbMATH Keywords

common principal componentselliptical distributionspseudo-Gaussian inferencerobust inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• A Bootstrap Comparison of Genetic Covariance Matrices
• An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
• Analysis of Covariance Structures Under Elliptical Distributions
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic theory for common principal component analysis
• Asymptotic Theory for Principal Component Analysis
• Between-Groups Comparison of Principal Components
• Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
• scientific article; zbMATH DE number 1261669 (Why is no real title available?)
• scientific article; zbMATH DE number 1350311 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• Influence functions and outlier detection under the common principal components model: A robust approach
• Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
• Optimal tests for homogeneity of covariance, scale, and shape
• Robust tests for the common principal components model
• Spectral models for covariance matrices
• The decomposition of multitrait-multimethod matrices
• The effects of nonnormality on asymptotic distributions of some likelihood ratio criteria for testing covariance structures under normal assumption
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses
• Two generalizations of the common principal component model

Cited in

(12)

• Robust tests for one or more allometric lines
• Optimal tests for elliptical symmetry: specified and unspecified location
• 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
• Optimal rank-based tests for common principal components
• Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations
• A comparison of some methods for the selection of a common eigenvector model for the covariance matrices of two groups
• Tests concerning two non-isotropic principal components
• Efficient R-estimation of principal and common principal components
• Marc Hallin: a commented bibliography (from 1972 to 2023)
• Rank tests for PCA under weak identifiability
• Robust tests for the common principal components model

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