Titre:
  • Optimal Rank-Based Tests for Common Principal Components
Auteur:Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Statut de publication:Publié, 2011-11
series:ECARES Working Papers, ECARES 2011-032
Sujet CREF:Economie
Volumes/pages:31 p.
Mots-clés:Common Principal Components
Rank-Based Methods
Local Asymptotic Normality
Robustness
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/101786