Hypothesis testing on invariant subspaces of non-diagonalizable matrices with applications to network statistics
不可对角化矩阵不变子空间的假设检验及网络统计应用
We generalise the inference procedure for eigenvectors of symmetrizable matrices of Tyler (1981) to that of invariant and singular subspaces of non-diagonalizable matrices. Wald tests for invariant vectors and $t$-tests for their individual coefficients perform well in simulations, despite the matrix being not symmetric. Using these results, it is now possible to perform inference on network statistics that depend on eigenvectors of non-symmetric adjacency matrices as they…