Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

DOI10.1007/s10463-008-0174-4zbMath1332.62188OpenAlexW2023639032MaRDI QIDQ904059

Haruhiko Ogasawara

Publication date: 15 January 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0174-4

zbMATH Keywords

singular value decompositionEdgeworth expansionasymptotic robustnessnonnormalityinter-battery factor analysisStudentized estimators

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

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