Title

Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis

Authors

Authors

J. R. Schott

Comments

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Abbreviated Journal Title

Biometrika

Keywords

principal component subspace; rank of asymptotic covariance matrix; TESTS; Biology; Mathematical & Computational Biology; Statistics & Probability

Abstract

The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In particular, it is shown that the rank of the asymptotic covariance matrix depends on distributional parameters in a somewhat complicated manner. The results obtained in this paper can be used to determine this rank. Some applications of the asymptotic distribution of these eigenprojections to inferential problems involving principal components subspaces are given.

Journal Title

Biometrika

Volume

84

Issue/Number

2

Publication Date

1-1-1997

Document Type

Article

DOI Link

http://dx.doi.org/10.1093/biomet/84.2.327

Language

English

First Page

327

Last Page

337

WOS Identifier

WOS:A1997XK26000006

ISSN

0006-3444

Recommended Citation

"Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis" (1997). Faculty Bibliography 1990s. 2089.
https://stars.library.ucf.edu/facultybib1990/2089