Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (Q904059)

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scientific article; zbMATH DE number 6530955
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Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
scientific article; zbMATH DE number 6530955

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    Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality (English)
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    15 January 2016
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    singular value decomposition
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    Edgeworth expansion
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    Studentized estimators
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    asymptotic robustness
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    nonnormality
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    inter-battery factor analysis
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