Asymptotic and bootstrap tests for subspace dimension

DOI10.1016/j.jmva.2021.104830zbMath1493.62317arXiv1611.04908OpenAlexW3197266947WikidataQ109772873 ScholiaQ109772873MaRDI QIDQ2062780

David E. Tyler, Klaus Nordhausen, Hannu Oja

Publication date: 3 January 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.04908

zbMATH Keywords

independent component analysisprincipal component analysissliced inverse regressionorder determination

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Related Items

Numerical Considerations and a new implementation for invariant coordinate selection, Stationary subspace analysis based on second-order statistics, On testing the equality of latent roots of scatter matrices under ellipticity, Sliced average variance estimation for multivariate time series

Uses Software

• ICS

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