Efficient R-Estimation of Principal and Common Principal Components
| Year of publication: |
2013-04
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| Authors: | Hallin, Marc ; Paindaveine, Davy ; Verdebout, Thomas |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | common principal components | elliptical densities | uniform local Asymptotic normality | principal components | ranks | R-estimation | robustness |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2013-18 36 pages long |
| Source: |
Persistent link: https://www.econbiz.de/10010826307