Ruymgaart, Frits H.; Yang, Song Some applications of Watson’s perturbation approach to random matrices. (English) Zbl 0927.62018 J. Multivariate Anal. 60, No. 1, 48-60 (1997). Summary: We draw attention to G. S. Watson’s [Statistics on spheres. (1983; Zbl 0646.62045)] 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. \(\copyright\) Academic Press. Cited in 10 Documents MSC: 62E20 Asymptotic distribution theory in statistics 62H25 Factor analysis and principal components; correspondence analysis 62H99 Multivariate analysis 15B52 Random matrices (algebraic aspects) 62H10 Multivariate distribution of statistics Keywords:perturbation; principal components; robustness Citations:Zbl 0646.62045 PDFBibTeX XMLCite \textit{F. H. Ruymgaart} and \textit{S. Yang}, J. Multivariate Anal. 60, No. 1, 48--60 (1997; Zbl 0927.62018) Full Text: DOI