Testing for Common Principal Components under Heterokurticity

DOI10.1080/10485250903548737zbMath1332.62193OpenAlexW2038790293MaRDI QIDQ3068110

Marc Hallin, Thomas Verdebout, Davy Paindaveine

Publication date: 13 January 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/56111/3/CPC.pdf

zbMATH Keywords

elliptical distributionscommon principal componentsrobust inferencepseudo-Gaussian inference

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15)

Related Items

Optimal rank-based tests for common principal components ⋮ Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ Unconstrained representation of orthogonal matrices with application to common principal components ⋮ Robust tests for one or more allometric lines ⋮ Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations ⋮ A Comparison of Some Methods for the Selection of a Common Eigenvector Model for the Covariance Matrices of Two Groups ⋮ Efficient R-Estimation of Principal and Common Principal Components

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