A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications

Robert J. Boik

Journal of Multivariate Analysis, 1998, vol. 67, issue 2, 244-276

Abstract: This article describes a local parameterization of orthogonal and semi-orthogonal matrices. The parameterization leads to a unified approach for obtaining the asymptotic joint distributions of estimators of singular-values and -vectors, and of eigen-values and -vectors. The singular- or eigen-values can have arbitrary multiplicities. The approach is illustrated on principal components analyzes, canonical correlation analysis, inter-battery factory analysis, and reduced-rank regression.

Keywords: canonical correlation; generalized estimating equations; inter-battery factor analysis; orthogonal matrices; principal components; reduced-rank regression; semi-orthogonal matrices; singular-value decomposition (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (9)

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