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On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix

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Abstract

This paper deals with some problems of eigenvalues and eigenvectors of a sample correlation matrix and derives the limiting distributions of their jackknife statistics with some numerical examples.

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Author notes

  1. Hisao Nagao

    Present address: University of Osaka Prefecture, 4-804 Mozu-umemachi, 591, Sakai, Japan

Authors and Affiliations

  1. University of Tsukuba, 305, Tsukuba, Ibaraki, Japan

    Hisao Nagao

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  1. Hisao Nagao
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Nagao, H. On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix. Ann Inst Stat Math 40, 477–489 (1988). https://doi.org/10.1007/BF00053060

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  • DOI: https://doi.org/10.1007/BF00053060

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