Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality
| Year of publication: |
2009
|
|---|---|
| Authors: | Ogasawara, Haruhiko |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 61.2009, 4, p. 995-1017
|
| Publisher: |
Springer |
| Subject: | Singular value decomposition | Edgeworth expansion | Studentized estimators | Asymptotic robustness | Nonnormality | Inter-battery factor analysis |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008467097