On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix

DOI10.1007/BF00053060zbMath0669.62032OpenAlexW2028810406MaRDI QIDQ1118933

Hisao Nagao

Publication date: 1988

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00053060

zbMATH Keywords

numerical exampleseigenvalueseigenvectorslimiting distributionssample correlation matrixjackknife statisticsnonnormal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20)

Related Items

On the 2 out of 3 lemma, On variance of sample matrix eigenvalue, Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues, The restriction of indecomposable modules of group algebras and the quasi green correspondence, The Existence ofp-Blocks with a Submaximal-Subgroup of aSylowp-Subgroup as Defect Group, Module Correspondences for Twisted Group Algebras, Permutation Modules, Graphs, and Blocks, Jackknife estimation of the eigenvalues of the covariance matrix, Green correspondence and its generalisations, The Projective Cover of the Trivial Module Over a Group Algebra of a Finite Group

Cites Work

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• Jackknife approximations to bootstrap estimates
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
• Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations
• On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix
• Improving the jackknife with special reference to correlation estimation
• On Testing a Set of Correlation Coefficients for Equality