Asymptotic study of eigenelements of a sequence of random selfadjoint operators

DOI10.1080/02331889108802329zbMath0737.60055OpenAlexW2043116884MaRDI QIDQ3985831

A. Pousse, Simplice Dossou-Gbété

Publication date: 27 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802329

zbMATH Keywords

eigenvaluesprincipal component analysiseigenvectorseigenprojectorsselfadjoint random operator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random operators and equations (aspects of stochastic analysis) (60H25) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (13)

Robust multiple-set linear canonical analysis based on minimum covariance determinant estimator ⋮ On invariance in canonical analysis with applications to covariate discriminant analysis ⋮ Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis ⋮ Asymptotic theory of multiple-set linear canonical analysis ⋮ Robust weighted orthogonal regression in the errors-in-variables model ⋮ On the distribution of the left singular vectors of a random matrix and its applications ⋮ Linear relative canonical analysis of Euclidean random variables, asymptotic study and some applications ⋮ Testing for lack of dependence between functional variables ⋮ Factor-based comparison ofkpopulations ⋮ Testing for the Lack of a Linear Relationship ⋮ Testing for equality of means of a Hilbert space valued random variable ⋮ On estimation of the dimensionality in linear canonical analysis ⋮ Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Latent roots and matrix variates: a review of some asymptotic results
• Inference in canonical correlation analysis
• On the validity of the perturbation method in asymptotic theory
• Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
• Asymptotic distribution of the sample roots for a nonnormal population

This page was built for publication: Asymptotic study of eigenelements of a sequence of random selfadjoint operators