|
|||||
|
|
On the limiting distributions of the jackknife statistics for eigenvalues of a sample covariance matrix |
|
| Authors: | Hisao Nagao |
| Institution: | University of Tsukuba , Sakura-mura, Ibaraki, 305, Japan |
| Abstract: | The limiting distributions of jackknife statistics for eigenvalues of a sample covariance matrix are derived under the nonnormal situations. Also the numerical examples are given under normal and nonnormal populations. |
| Keywords: | jackknife statistic nonnormal population implicit function theorem Rurtosis Brillinger case eigen value eigenvector short-tailed and long-tailed populations |