On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix
| Year of publication: |
1988
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|---|---|
| Authors: | Nagao, Hisao |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 40.1988, 3, p. 477-489
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| Publisher: |
Springer |
| Subject: | Jackknife statistics | eigenvalue | eigenvector | correlation matrix | nonnormal | limiting distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760184