On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix

DOI10.1080/03610928508828995zbMath0587.62039OpenAlexW2057011789MaRDI QIDQ3713330

Hisao Nagao

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508828995

zbMATH Keywords

kurtosisimplicit function theoremnon-normal distributionsNumerical examplesBrillinger caseclassical procedureslimiting distribution of jackknife statisticsshort-tailed and long-tailed populations

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (2)

On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix ⋮ Jackknife estimation of the eigenvalues of the covariance matrix

Cites Work

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• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• NOTES ON BIAS IN ESTIMATION
• Asymptotic distribution of the sample roots for a nonnormal population
• An Asymptotic Characterization of Bias Reduction By Jackknifing

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