Seo, Won-Ki Functional principal component analysis for cointegrated functional time series. (English) Zbl 07804899 J. Time Ser. Anal. 45, No. 2, 320-330 (2024). MSC: 62Mxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sugiyama, Takakazu; Ushizawa, Kenji A non-parametric method to test equality of intermediate latent roots of two populations in a principal component analysis. (English) Zbl 0924.62042 J. Jpn. Stat. Soc. 28, No. 2, 227-235 (1998). MSC: 62G10 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Gregoir, Stéphane; Laroque, Guy Polynomial cointegration. Estimation and test. (English) Zbl 0806.62096 J. Econom. 63, No. 1, 183-214 (1994). MSC: 62P20 62M10 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Schott, James R. Testing the equality of the smallest latent roots of a correlation matrix. (English) Zbl 0653.62046 Biometrika 75, No. 4, 794-796 (1988). MSC: 62H25 62E20 62F03 × Cite Format Result Cite Review PDF Full Text: DOI
Troskie, C. G.; Conradie, W. J. The distribution of the ratios of characteristic roots (condition numbers) and their applications in principal component or ridge regression. (English) Zbl 0614.62061 Linear Algebra Appl. 82, 255-279 (1986). Reviewer: J.S.Murty MSC: 62H10 62J07 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Flury, Bernhard Some relations between the comparison of covariance matrices and principal component analysis. (English) Zbl 0555.62052 Comput. Stat. Data Anal. 1, 97-109 (1983). MSC: 62H25 × Cite Format Result Cite Review PDF Full Text: DOI
Tyler, David E. The asymptotic distribution of principal component roots under local alternatives to multiple roots. (English) Zbl 0546.62007 Ann. Stat. 11, 1232-1242 (1983). Reviewer: K.Yoshihara MSC: 62E20 62H25 62H10 15B52 × Cite Format Result Cite Review PDF Full Text: DOI
Tyler, David E. A class of asymptotic tests for principal component vectors. (English) Zbl 0544.62053 Ann. Stat. 11, 1243-1250 (1983). Reviewer: N.Sugiura MSC: 62H15 62H10 62H25 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Fujikoshi, Yasunori Asymptotic expansions for the distributions of some multivariate tests under local alternatives. (English) Zbl 0486.62050 Tamkang J. Math. 12, 118-136 (1981). MSC: 62H10 62E20 × Cite Format Result Cite Review PDF
Hsiang, Wu-Yi On characteristic classes of compact homogeneous spaces and their applications in compact transformation groups. I. (English) Zbl 0487.57014 Bol. Soc. Bras. Mat. 10, No. 2, 87-161 (1979). MSC: 57T15 57R20 22E15 20G10 57S15 × Cite Format Result Cite Review PDF Full Text: DOI
Konishi, Sadanori Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis. (English) Zbl 0443.62043 Hiroshima Math. J. 9, 647-700 (1979). MSC: 62H25 62H20 62E20 × Cite Format Result Cite Review PDF