Testing for common principal components under heterokurticity

Journal of Nonparametric Statistics

Volumn 22, Issue 7, 2010, Pages 879-895

  Hallin, Marc ^a,b   Paindaveine, Davy ^a   Verdebout, Thomas ^c  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b TILBURG UNIVERSITY   (Netherlands)

^c UNIV LILLE   (France)

Author keywords

Common principal components; Elliptical distributions; Pseudo gaussian inference; Robust inference

Indexed keywords

EID: 77956405138     PISSN: 10485252     EISSN: 10290311     Source Type: Journal    
DOI: 10.1080/10485250903548737     Document Type: Article

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