Efficient R-Estimation of Principal and Common Principal Components

Marc Hallin, Davy Paindaveine and Thomas Verdebout

Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: common principal components; elliptical densities; uniform local Asymptotic normality; principal components; ranks; R-estimation; robustness (search for similar items in EconPapers)
Pages: 36 p.
Date: 2013-04
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Related works:
Journal Article: Efficient R-Estimation of Principal and Common Principal Components (2014)
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