Tests for linear trend in the smallest eigenvalues of the correlation matrix

DOI10.1007/BF02294771zbMath1130.62340MaRDI QIDQ1265298

Ke-Hai Yuan, Peter M. Bentler

Publication date: 28 September 1998

Published in: Psychometrika (Search for Journal in Brave)

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Applications of statistics to psychology (62P15)

Related Items (2)

Model-based principal components of correlation matrices ⋮ A note on the likelihood ratio test in high-dimensional exploratory factor analysis

Uses Software

• SPSS
• SAS
• BMDP

Cites Work

• Asymptotic expansions for the distributions of statistics based on the sample correlation matrix in principal component analysis
• A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
• Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
• Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis
• Some Problems Associated with the Analysis of Multiresponse Data
• An Asymptotic Expansion for the Distribution of the Latent Roots of the Estimated Covariance Matrix
• Asymptotic Theory for Principal Component Analysis
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Tests for linear trend in the smallest eigenvalues of the correlation matrix