Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- 1 March 1982
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 12 (1) , 136-154
- https://doi.org/10.1016/0047-259x(82)90088-4
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- On the asymptotic joint distributions of certain functions of the eigenvalues of four random matricesJournal of Multivariate Analysis, 1979
- ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON‐NORMAL CASE1Australian Journal of Statistics, 1977
- Principal components of random variables with values in a seperable hilbert spaceMathematische Operationsforschung und Statistik, 1973
- Asymptotic Theory for Principal Component AnalysisThe Annals of Mathematical Statistics, 1963
- On the Limiting Distribution of Roots of a Determinantal EquationJournal of the London Mathematical Society, 1941