On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability

DOI10.1007/978-3-031-22687-8_3MaRDI QIDQ6606395

Thomas Verdebout, Davy Paindaveine

Publication date: 16 September 2024

zbMATH Keywords

robustnessprincipal component analysispoint estimationweak identifiabilityconfidence zone estimation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic distribution theory in statistics (62E20) Robustness and adaptive procedures (parametric inference) (62F35) Multivariate analysis (62Hxx)

Cites Work

• Beta kernel estimators for density functions
• On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
• Asymptotic expansion of the minimum covariance determinant estimators
• Optimal rank-based testing for principal components
• A canonical definition of shape
• A class of asymptotic tests for principal component vectors
• The asymptotic distribution of principal component roots under local alternatives to multiple roots
• Asymptotic distributions of robust shape matrices and scales
• A distribution-free M-estimator of multivariate scatter
• Asymptotic inference for eigenvectors
• Asymptotics of reweighted estimators of multivariate location and scatter
• Testing for principal component directions under weak identifiability
• Sign tests for weak principal directions
• Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity
• Signal detection in high dimension: the multispiked case
• Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices
• Parametric and semiparametric inference for shape: the role of the scale functional
• Efficient R-Estimation of Principal and Common Principal Components
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap

This page was built for publication: On the asymptotic behavior of the leading eigenvector of Tyler's shape estimator under weak identifiability

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6606395)