Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (Q5009658): Difference between revisions

Latest revision as of 09:06, 26 July 2024

scientific article; zbMATH DE number 7379152

Language	Label	Description	Also known as
English	Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis	scientific article; zbMATH DE number 7379152

Statements

instance of

scholarly article

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title

Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis (English)

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author

Eduard Gañan-Cardenas

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Juan Carlos Correa-Morales

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published in

Revista Colombiana de Estadística

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publication date

5 August 2021

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zbMATH Keywords

chi-square distribution

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likelihood ratio test

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power comparisons

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principal components analysis

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sphericity test

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describes a project that uses

R

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.15446/rce.v44n1.83987

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cites work

Q5808686

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Q5830931

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A GENERAL DISTRIBUTION THEORY FOR A CLASS OF LIKELIHOOD CRITERIA

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Selection of components in principal component analysis: A comparison of methods

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Asymptotic distribution of the LR statistic for equality of the smallest eigenvalues in high-dimensional principal component analysis

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Q3999499

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Principal component analysis.

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Q3994387

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TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

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Q3870155

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Q5101755

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How many principal components? Stopping rules for determining the number of non-trivial axes revisited

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Testing the equality of the smallest latent roots of a correlation matrix

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A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix

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An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix

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Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population

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Principal components in the nonnormal case: The test of equality of q roots

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Identifiers

zbMATH Open document ID

1470.62072

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DOI

10.15446/rce.v44n1.83987

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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@@ Property / cites work @@
+How many principal components? Stopping rules for determining the number of non-trivial axes revisited
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+Testing the equality of the smallest latent roots of a correlation matrix
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+A high-dimensional test for the equality of the smallest eigenvalues of a covariance matrix
+Normal rank
@@ Property / cites work @@
+An Approximation for the Test of the Equality of the Smallest Eigenvalues of a Covariance Matrix
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@@ Property / cites work @@
+Large sample approximations for the LR statistic for equality of the smallest eigenvalues of a covariance matrix under elliptical population
+Normal rank
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+Principal components in the nonnormal case: The test of equality of q roots
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