| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145352 | Journal of Multivariate Analysis | 2015 | 11 Pages |
Abstract
Lawley (Lawley, 1956) obtained an approximation, through the first terms of a series expansion, of certain moments of an eigenvalue of the sample covariance matrix. The aim of this paper is to improve that approximation and to calculate a similar approximation for certain moments of the associated eigenvector. The results have practical applications in certain fields of Statistics, such as Influence Analysis.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
A. Enguix-González, J.L. Moreno-Rebollo, J.M. Muñoz-Pichardo,