[1] Davis A. W.: Asymptotic theory for principal components analysis: non-normal case. Austral. J. Statist. 19 (1977), 206–212 MR 0501590

[2] Kollo T., Neudecker H.: Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices. J. Multivariate Anal. 47 (1993), 283–300 MR 1247379 | Zbl 0790.62055

[3] Magnus J. R., Neudecker H.: Matrix Differential Calculus with Applications in Statistics and Econometrics. Wiley, New York 1988 MR 0940471 | Zbl 0912.15003

[4] Mardia K. V., Kent J. T., Bibby J. M.: Multivariate Analysis. Academic Press, New York 1979 MR 0560319 | Zbl 0432.62029

[5] Okamoto M.: Distinctness of the eigenvalues of a quadratic form in a multivariate sample. Ann. Statist. 1 (1973), 763–765 MR 0331643 | Zbl 0261.62043

[6] Rao C. R., Mitra S. K.: Generalized Inverse of Matrices and its Applications. Wiley, New York 1971 MR 0338013 | Zbl 0261.62051

[7] Rublík F.: On consistency of the MLE. Kybernetika 31 (1995), 45–64 MR 1324660

[8] Ruymgaart F. H., Yang S.: Some applications of Watson’s perturbation approach to random matrices. J. Multivariate Anal. 60 (1997), 48–60 MR 1441458 | Zbl 0927.62018

[9] Schott J. R.: Some tests for common principal component subspaces in several groups. Biometrika 78 (1991), 771–777 MR 1147013 | Zbl 0850.62460

[10] Schott J. R.: Asymptotics of eigenprojections of correlation matrices with some applications in principal components analysis. Biometrika 84 (1997), 327–337 MR 1467050 | Zbl 0883.62059

[11] Tyler D. E.: The asymptotic distribution of principal component roots under local alternatives to multiple roots. Ann. Statist. 11 (1983), 1232–1242 MR 0720268 | Zbl 0546.62007

[12] Waternaux C. M.: Asymptotic distribution of the sample roots for a nonnormal population. Biometrika 63 (1976), 639–645 MR 0501582 | Zbl 0352.62076