Pages that link to "Item:Q796934"
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The following pages link to A class of asymptotic tests for principal component vectors (Q796934):
Displaying 19 items.
- Estimation of a covariance matrix with location: Asymptotic formulas and optimal B-robust estimators (Q578802) (← links)
- Optimal rank-based testing for principal components (Q620547) (← links)
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference (Q794111) (← links)
- The asymptotic distribution of principal component roots under local alternatives to multiple roots (Q797929) (← links)
- An asymptotic test for redundancy of variables in the comparison of two covariance matrices (Q1070712) (← links)
- An adjustment for a test concerning a principal component subspace (Q1117643) (← links)
- Likelihood ratio tests for principal components (Q1347081) (← links)
- Self-consistency: A fundamental concept in statistics (Q1596110) (← links)
- An improved chi-squared test for a principal component (Q1822427) (← links)
- Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
- Sign tests for weak principal directions (Q2203629) (← links)
- Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components (Q2237828) (← links)
- (Q3169949) (← links)
- A test of the hypothesis of partial common principal components (Q3646054) (← links)
- On asymptotic distribution of the test statistic for the mean of the non-isotropic principal component (Q3753305) (← links)
- Tests concerning two non-isotropic principal components (Q4720584) (← links)
- An analysis of David E. Tyler's publication and coauthor network (Q6606393) (← links)
- On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability (Q6606395) (← links)
