Higher-Order Asymptotic Standard Error and Asymptotic Expansion in Principal Component Analysis

DOI10.1080/03610910500415977zbMath1086.62021OpenAlexW1984920806MaRDI QIDQ3378034

Haruhiko Ogasawara

Publication date: 29 March 2006

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910500415977

zbMATH Keywords

principal component analysisbiasskewnessEdgeworth expansionvarimax rotationhigher-order asymptotic variancesvariance-adjusted Cornish-Fisher expansions

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20)

Related Items

Model-based principal components of correlation matrices

Cites Work

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