Robust tests for the common principal components model

Journal of Statistical Planning and Inference

Volumn 139, Issue 4, 2009, Pages 1332-1347

  Boente, Graciela ^a   Pires, Ana M ^b   Rodrigues, Isabel M ^b  

^a UNIVERSIDAD DE BUENOS AIRES   (Argentina)

^b INSTITUTO SUPERIOR TÉCNICO   (Portugal)

Author keywords

Common principal components; Log likelihood ratio test; Plug in methods; Proportional scatter matrices; Robust estimation; Wald type test

Indexed keywords

EID: 57749179285     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.05.052     Document Type: Article

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