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Efficient R-Estimation of Principal and Common Principal Components

Marc Hallin (), Davy Paindaveine () and Thomas Verdebout

No ECARES 2013-18, 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)
New Economics Papers: this item is included in nep-ecm
Date: 2013-04
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Journal Article: Efficient R-Estimation of Principal and Common Principal Components (2014) Downloads
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