IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v61y2009i4p995-1017.html
   My bibliography  Save this article

Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality

Author

Listed:
  • Haruhiko Ogasawara

Abstract

No abstract is available for this item.

Suggested Citation

  • Haruhiko Ogasawara, 2009. "Asymptotic expansions in the singular value decomposition for cross covariance and correlation under nonnormality," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 995-1017, December.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:995-1017
    DOI: 10.1007/s10463-008-0174-4
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10463-008-0174-4
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10463-008-0174-4?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Bai, Z. D. & He, Xuming, 2004. "A chi-square test for dimensionality with non-Gaussian data," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 109-117, January.
    2. James Steiger & Michael Browne, 1984. "The comparison of interdependent correlations between optimal linear composites," Psychometrika, Springer;The Psychometric Society, vol. 49(1), pages 11-24, March.
    3. Rao, C. Radhakrishna, 1979. "Separation theorems for singular values of matrices and their applications in multivariate analysis," Journal of Multivariate Analysis, Elsevier, vol. 9(3), pages 362-377, September.
    4. Jianhua Hu & Xuming He, 2007. "Enhanced Quantile Normalization of Microarray Data to Reduce Loss of Information in Gene Expression Profiles," Biometrics, The International Biometric Society, vol. 63(1), pages 50-59, March.
    5. Eaton, M. L. & Tyler, D., 1994. "The Asymptotic Distribution of Singular-Values with Applications to Canonical Correlations and Correspondence Analysis," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 238-264, August.
    6. Wegelin, Jacob A. & Packer, Asa & Richardson, Thomas S., 2006. "Latent models for cross-covariance," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 79-102, January.
    7. Fang, C. & Krishnaiah, P. R., 1982. "Asymptotic distributions of functions of the eigenvalues of some random matrices for nonnormal populations," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 39-63, March.
    8. Boik, Robert J., 1998. "A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 244-276, November.
    9. Anderson, T. W., 1999. "Asymptotic Theory for Canonical Correlation Analysis," Journal of Multivariate Analysis, Elsevier, vol. 70(1), pages 1-29, July.
    10. Ledyard Tucker, 1958. "An inter-battery method of factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 23(2), pages 111-136, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Philip Yu & Paul Lee & W. Wan, 2013. "Factor analysis for paired ranked data with application on parent–child value orientation preference data," Computational Statistics, Springer, vol. 28(5), pages 1915-1945, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ogasawara, Haruhiko, 2007. "Asymptotic expansions of the distributions of estimators in canonical correlation analysis under nonnormality," Journal of Multivariate Analysis, Elsevier, vol. 98(9), pages 1726-1750, October.
    2. Boik, Robert J., 1998. "A Local Parameterization of Orthogonal and Semi-Orthogonal Matrices with Applications," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 244-276, November.
    3. Yamada, Tomoya, 2013. "Asymptotic properties of canonical correlation analysis for one group with additional observations," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 389-401.
    4. Bura, Efstathia & Cook, R. Dennis, 2003. "Rank estimation in reduced-rank regression," Journal of Multivariate Analysis, Elsevier, vol. 87(1), pages 159-176, October.
    5. Taskinen, Sara & Croux, Christophe & Kankainen, Annaliisa & Ollila, Esa & Oja, Hannu, 2006. "Influence functions and efficiencies of the canonical correlation and vector estimates based on scatter and shape matrices," Journal of Multivariate Analysis, Elsevier, vol. 97(2), pages 359-384, February.
    6. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," EERI Research Paper Series EERI_RP_2003_04, Economics and Econometrics Research Institute (EERI), Brussels.
    7. An, Baiguo & Guo, Jianhua & Wang, Hansheng, 2013. "Multivariate regression shrinkage and selection by canonical correlation analysis," Computational Statistics & Data Analysis, Elsevier, vol. 62(C), pages 93-107.
    8. Bura, E. & Yang, J., 2011. "Dimension estimation in sufficient dimension reduction: A unifying approach," Journal of Multivariate Analysis, Elsevier, vol. 102(1), pages 130-142, January.
    9. Cajo Braak, 1990. "Interpreting canonical correlation analysis through biplots of structure correlations and weights," Psychometrika, Springer;The Psychometric Society, vol. 55(3), pages 519-531, September.
    10. Zaka Ratsimalahelo, 2003. "Strongly Consistent Determination of the Rank of Matrix," Econometrics 0307007, University Library of Munich, Germany.
    11. Antonio Lucadamo & Pietro Amenta, 2015. "A proposal for handling ordinal categorical variables in co-inertia analysis," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(12), pages 2631-2638, December.
    12. Kazi-Aoual, Frederique & Hitier, Simon & Sabatier, Robert & Lebreton, Jean-Dominique, 1995. "Refined approximations to permutation tests for multivariate inference," Computational Statistics & Data Analysis, Elsevier, vol. 20(6), pages 643-656, December.
    13. Gilbert, Scott & Zemcík, Petr, 2006. "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 925-945, April.
    14. Tenenhaus, Michel & Vinzi, Vincenzo Esposito & Chatelin, Yves-Marie & Lauro, Carlo, 2005. "PLS path modeling," Computational Statistics & Data Analysis, Elsevier, vol. 48(1), pages 159-205, January.
    15. Modroño Herrán, Juan Ignacio & Fernández Aguirre, María Carmen & Landaluce Calvo, M. Isabel, 2003. "Una propuesta para el análisis de tablas múltiples," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    16. Andrii Babii & Eric Ghysels & Junsu Pan, 2022. "Tensor Principal Component Analysis," Papers 2212.12981, arXiv.org, revised Aug 2023.
    17. Tenenhaus, Arthur & Philippe, Cathy & Frouin, Vincent, 2015. "Kernel Generalized Canonical Correlation Analysis," Computational Statistics & Data Analysis, Elsevier, vol. 90(C), pages 114-131.
    18. Charles Lindsey & Simon Sheather & Joseph McKean, 2014. "Using sliced mean variance–covariance inverse regression for classification and dimension reduction," Computational Statistics, Springer, vol. 29(3), pages 769-798, June.
    19. F. Chiaromonte, 1997. "A Reduction Paradigm for Multivariate Laws," Working Papers ir97015, International Institute for Applied Systems Analysis.
    20. Masanobu Taniguchi & Madan Puri, 1995. "Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 47(3), pages 581-600, September.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:995-1017. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.