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Principal component analysis asymptotic distributions 1
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Dauxois, J. 1 Pousse, A. 1 Romain, Y. 1
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Journal of Multivariate Analysis 1
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Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
Dauxois, J.; Pousse, A.; Romain, Y. - In: Journal of Multivariate Analysis 12 (1982) 1, pp. 136-154
From the results of convergence by sampling in linear principal component analysis (of a random function in a separable Hilbert space), the limiting distribution is given for the principal values and the principal factors. These results can be explicitly written in the normal case. Some...
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