Efficient R-Estimation of Principal and Common Principal Components

Journal of the American Statistical Association

Volumn 109, Issue 507, 2014, Pages 1071-1083

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

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b PRINCETON UNIVERSITY   (United States)

^c UNIV LILLE   (France)

Author keywords

Elliptical densities; Ranks; Robustness; Uniform local asymptotic normality

Indexed keywords

EID: 84907518855     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.2014.880057     Document Type: Article

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