• Title of article

    Some Applications of Watsonʹs Perturbation Approach to Random Matrices

  • Author/Authors

    Ruymgaart، نويسنده , , Frits H. and Yang، نويسنده , , Song، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1997
  • Pages
    13
  • From page
    48
  • To page
    60
  • Abstract
    In this note we draw attention to Watsonʹs (1983) perturbation approach to random matrices, by which the asymptotic distribution of eigenvalues and eigenvectors can be derived in a very elegant way. We extend his result to functions of matrices and give some applications in principal component analysis, multivariate analysis, and canonical correlations.
  • Keywords
    Perturbations , Robustness , Principal component analysis , Random matrices
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1997
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557414

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1557414