Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference

J. Dauxois, A. Pousse and Y. Romain

Journal of Multivariate Analysis, 1982, vol. 12, issue 1, 136-154

Abstract: 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 applications to statistical inference are investigated.

Keywords: Principal; component; analysis; asymptotic; distributions (search for similar items in EconPapers)
Date: 1982
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Citations: View citations in EconPapers (101)

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