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ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1 - MaRDI portal

ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1 (Q3207927)

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ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
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    ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1 (English)
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    1977
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    asymptotic distributions of latent roots
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    principal components
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    non- normal
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    asymptotic theory
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    multivariate normal case
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