A local parameterization of orthogonal and semi-orthogonal matrices with applications
type: Item
instance of: scholarly article
title: A local parameterization of orthogonal and semi-orthogonal matrices with applications
zbMATH Open document ID: 0935.62069
author: Robert J. Boik
published in: Journal of Multivariate Analysis
publication date: 2000-05-08T00:00:00Z
review text: Cet article propose une paramétrisation locale pour les matrices orthogonales et semi-orthogonales avec comme objectif de donner une étude asymptotique unifiée pour certaines méthodes de la Statistique multidimensionnelle. On peut signaler qu'une telle étude asymptotique unifiée synthétisée par \textit{S. Dossou-Gbete} et \textit{A. Pousse} [Statistics 22, No.3, 479-491 (1991; Zbl 0737.60055)] a déjà été donnée; on pourra aussi consulter, entre autres, les références \textit{J.J. Hunter} [Mathematical techniques of applied probability. Vol. 1. Zbl 0539.60064)] et \textit{J. Fine} et \textit{Y. Romain} [Math. Operationsforsch. Stat., Ser. Stat. 15, 493-512 (1989; Zbl 0616.62080)], ainsi qu'un chapitre écrit par \textit{A. Pousse} dans \textit{J. J. Droesbecke} et al. (eds.), ``Modèles mathématiques pour l'analyse des données multidimensionnelles.'' Economica, Paris (1992).
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1241224
zbMATH Keywords: unified approach
zbMATH Keywords: asymptotic joint distributions
zbMATH Keywords: singular values
zbMATH Keywords: eigenvalues
zbMATH Keywords: singular vectors
zbMATH Keywords: eigenvectors
zbMATH Keywords: canonical correlations
zbMATH Keywords: principal components
reviewed by: J. Dauxois
MaRDI profile type: Publication
full work available at URL: jmva.1998.1766
OpenAlex ID: W2006273168
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DOI: 10.1006/JMVA.1998.1766
description: scientific article; zbMATH DE number 1241224