Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis

Biometrika

Volumn 84, Issue 2, 1997, Pages 327-337

  Schott, James R ^a  

^a UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Principal component subspace; Rank of asymptotic covariance matrix

Indexed keywords

EID: 0007038401     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.2.327     Document Type: Article

References (8)

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4. SCHOTT, J. R. (1991b). Some tests for common principal component subspaces in several groups. Biometrika 78, 771-7.
5. TYLER, D. E. (1981). Asymptotic inference for eigenvectors. Ann. Statist. 9, 725-36.
6. TYLER, D. E. (1983a). A class of asymptotic tests for principal component vectors. Ann. Statist. 11, 1243-50.
7. TYLER, D. E. (1983b). Robustness and efficiency properties of scatter matrices. Biometrika 70, 411-20.
8. WRIGHT, S. (1954). The interpretation of multivariate systems. In Statistics and Mathematics in Biology, Ed. O. Kempthorne, T. A. Bancroft, J. W. Gowen and J. L. Lush, pp. 11-33. Ames, I A: Iowa State University Press.