Displaying similar documents to “Asymptotic study of canonical correlation analysis: from matrix and analytic approach to operator and tensor approach.”

Central limit theorems for eigenvalues in a spiked population model

Zhidong Bai, Jian-Feng Yao (2008)

Annales de l'I.H.P. Probabilités et statistiques

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In a spiked population model, the population covariance matrix has all its eigenvalues equal to units except for a few fixed eigenvalues (spikes). This model is proposed by Johnstone to cope with empirical findings on various data sets. The question is to quantify the effect of the perturbation caused by the spike eigenvalues. A recent work by Baik and Silverstein establishes the almost sure limits of the extreme sample eigenvalues associated to the spike eigenvalues when the population...

Goodness-of-fit tests based on K φ -divergence

Teresa Pérez, Julio A. Pardo (2003)

Kybernetika

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In this paper a new family of statistics based on K φ -divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum K φ -divergence.

Hypothesis testing in unbalanced two-fold nested random models

Marcin Przystalski (2016)

Applicationes Mathematicae

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In many applications of linear random models to multilevel data, it is of interest to test whether the random effects variance components are zero. In this paper we propose approximate tests for testing significance of variance components in the unbalanced two-fold nested random model in the presence of non-normality. In the derivations of the asymptotic distributions of the test statistics, as an intermediate result, the explicit form of the asymptotic covariance matrix of the vector...

Goodness of fit tests with weights in the classes based on ( h , φ ) -divergences

Elena Landaburu, Leandro Pardo (2000)

Kybernetika

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The aim of the paper is to present a test of goodness of fit with weigths in the classes based on weighted h , φ -divergences. This family of divergences generalizes in some sense the previous weighted divergences studied by Frank et al [frank] and Kapur [kapur]. The weighted h , φ -divergence between an empirical distribution and a fixed distribution is here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution...