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Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
Authors:J. Dauxois  A. Pousse  Y. Romain
Affiliation:Laboratoire de Statistique et Probabilités, Université Paul Sabatier, Toulouse, France
Abstract:From the results of convergence by sampling in linear principal component analysis (of a random function in a separable Hilbert space), the limiting distribution is given for the principal values and the principal factors. These results can be explicitly written in the normal case. Some applications to statistical inference are investigated.
Keywords:62H25  Principal component analysis  asymptotic distributions
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