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On the jackknife statistics for eigenvalues and eigenvectors of a correlation matrix |
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| Authors: | Hisao Nagao |
| Affiliation: | (1) University of Tsukuba, 305 Tsukuba, Ibaraki, Japan;(2) Present address: University of Osaka Prefecture, 4-804 Mozu-umemachi, 591 Sakai, Japan |
| 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. |
| Keywords: | Jackknife statistics eigenvalue eigenvector correlation matrix nonnormal limiting distribution |
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