Hallin, Marc; Paindaveine, Davy; Verdebout, Thomas - In: Journal of the American Statistical Association 109 (2014) 507, pp. 1071-1083
We propose rank-based estimators of principal components, both in the one-sample and, under the assumption of <italic>common principal components</italic>, in the <italic>m</italic>-sample cases. Those estimators are obtained via a rank-based version of Le Cam's one-step method, combined with an estimation of <italic>cross-information...</italic>