Testing for principal component directions under weak identifiability

DOI10.1214/18-AOS1805zbMath1439.62075arXiv1710.05291OpenAlexW2999187554MaRDI QIDQ2176623

Davy Paindaveine, Julien Remy, Thomas Verdebout

Publication date: 5 May 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.05291

zbMATH Keywords

principal component analysislocal asymptotic normalityweak identifiabilityLe Cam's asymptotic theory of statistical experimentsspiked covariance matrices

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results ⋮ Testing for principal component directions under weak identifiability ⋮ On the power of axial tests of uniformity on spheres ⋮ Sign tests for weak principal directions

Uses Software

• ROBPCA
• mixture
• TCLUST
• uskewFactors

Cites Work

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