Travail de recherche/Working paper
Titre:
  • Efficient R-Estimation of Principal and Common Principal Components
Auteur:Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas
Statut de publication:Publié, 2013-04
series:ECARES Working Papers, ECARES 2013-18
Sujet CREF:Economie
Volumes/pages:36 p.
Mots-clés:common principal components
elliptical densities
uniform local Asymptotic normality
principal components
ranks
R-estimation
robustness
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/142830

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