Sign Tests for Weak Principal Directions
Download full text from publisher
References listed on IDEAS
- Forchini, Giovanni & Hillier, Grant, 2003. "Conditional Inference For Possibly Unidentified Structural Equations," Econometric Theory, Cambridge University Press, vol. 19(05), pages 707-743, October.
- Thomas P. Hettmansperger, 2002. "A practical affine equivariant multivariate median," Biometrika, Biometrika Trust, vol. 89(4), pages 851-860, December.
- Taskinen, Sara & Kankainen, Annaliisa & Oja, Hannu, 2003. "Sign test of independence between two random vectors," Statistics & Probability Letters, Elsevier, vol. 62(1), pages 9-21, March.
- Davy Paindaveine & Julien Remy & Thomas Verdebout, 2017. "Testing for Principal Component Directions under Weak Identifiability," Working Papers ECARES ECARES 2017-37, ULB -- Universite Libre de Bruxelles.
- Dürre, Alexander & Tyler, David E. & Vogel, Daniel, 2016. "On the eigenvalues of the spatial sign covariance matrix in more than two dimensions," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 80-85.
- Taskinen, Sara & Koch, Inge & Oja, Hannu, 2012. "Robustifying principal component analysis with spatial sign vectors," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 765-774.
- Paindaveine, Davy, 2009. "On Multivariate Runs Tests for Randomness," Journal of the American Statistical Association, American Statistical Association, vol. 104(488), pages 1525-1538.
- Dufour, Jean-Marie, 2006.
"Monte Carlo tests with nuisance parameters: A general approach to finite-sample inference and nonstandard asymptotics,"
Journal of Econometrics,
Elsevier, vol. 133(2), pages 443-477, August.
- DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 03-2005, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour, 2005. "Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics," CIRANO Working Papers 2005s-02, CIRANO.
- DUFOUR, Jean-Marie, 2005. "Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics," Cahiers de recherche 2005-03, Universite de Montreal, Departement de sciences economiques.
- Zhu, Hongtu & Zhang, Heping, 2006. "Asymptotics for estimation and testing procedures under loss of identifiability," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 19-45, January.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2011. "Optimal Rank-Based Tests for Common Principal Components," Working Papers ECARES ECARES 2011-032, ULB -- Universite Libre de Bruxelles.
- Taskinen, Sara & Oja, Hannu & Randles, Ronald H., 2005. "Multivariate Nonparametric Tests of Independence," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 916-925, September.
- Marc Hallin & Davy Paindaveine & Thomas Verdebout, 2009. "Optimal rank-based testing for principal component," Working Papers ECARES 2009_013, ULB -- Universite Libre de Bruxelles.
- Dürre, Alexander & Vogel, Daniel & Fried, Roland, 2015. "Spatial sign correlation," Journal of Multivariate Analysis, Elsevier, vol. 135(C), pages 89-105.
More about this item
KeywordsLe Cam's asymptotic theory of statistical experiments; Local asymptotic normality; Principal component analysis; Sign tests; Weak identi ability.;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
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:eca:wpaper:2013/280742. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels). General contact details of provider: http://edirc.repec.org/data/arulbbe.html .
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 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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.