Sign tests for weak principal directions

Paindaveine, D; Remy, J; Verdebout, T

Verdebout, T (corresponding author), Univ Libre Bruxelles, ECARES, Ave FD Roosevelt 50,CP114-04, B-1050 Brussels, Belgium.; Verdebout, T (corresponding author), Univ Libre Bruxelles, ECARES, Dept Math, Ave FD Roosevelt 50,CP114-04, B-1050 Brussels, Belgium.

BERNOULLI, 2020; 26 (4): 2987

Abstract

We consider inference on the first principal direction of a p-variate elliptical distribution. We do so in challenging double asymptotic scenarios for......

Full Text Link