Testing for Common Principal Components under Heterokurticity (Q3068110): Difference between revisions

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+Asymptotic Theory for Principal Component Analysis
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+Influence functions and outlier detection under the common principal components model: A robust approach
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+Robust tests for the common principal components model
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+Spectral models for covariance matrices
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+The decomposition of multitrait-multimethod matrices
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+Asymptotic theory for common principal component analysis
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+Two generalizations of the common principal component model
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+An Algorithm for Simultaneous Orthogonal Transformation of Several Positive Definite Symmetric Matrices to Nearly Diagonal Form
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+Between-Groups Comparison of Principal Components
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+Asymptotic distributions in canonical correlation analysis and other multivariate procedures for nonnormal populations
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+Mean and Covariance Structure Analysis: Theoretical and Practical Improvements
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+Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices
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+Publication:3068110