Asymptotic theory for common principal component analysis

DOI10.1214/AOS/1176349930zbMath0613.62075OpenAlexW2033265796MaRDI QIDQ1819503

Bernard N. Flury

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349930

zbMATH Keywords

asymptotic distributionasymptotic normalityprincipal component analysismaximum likelihood estimateslikelihood-ratio testsimultaneous sphericitytests for equality of eigenvectors

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)

Related Items (20)

Multilinear Common Component Analysis via Kronecker Product Representation ⋮ Principal manifold learning by sparse grids ⋮ Consistent noisy independent component analysis ⋮ Eigen-Adjusted Functional Principal Component Analysis ⋮ Raw data maximum likelihood estimation for common principal component models: a state space approach ⋮ The fixed effects PCA model in a common principal component environment ⋮ Simultaneous modelling of the Cholesky decomposition of several covariance matrices ⋮ Test of linear trend in eigenvalues of k covariance matrices with applications in common principal components analysis ⋮ Estimating correlation matrices that have common eigenvectors. ⋮ Preliminary Multiple-Test Estimation, With Applications to k-Sample Covariance Estimation ⋮ The inner structure of sensitivities in nodal based shape optimisation ⋮ Optimal rank-based tests for common principal components ⋮ Limit theorem associated with Wishart matrices with application to hypothesis testing for common principal components ⋮ Bayesian modeling of several covariance matrices and some results on propriety of the posterior for linear regression with correlated and/or heterogeneous errors ⋮ The aspect Bernoulli model: multiple causes of presences and absences ⋮ Unconstrained representation of orthogonal matrices with application to common principal components ⋮ Testing for Common Principal Components under Heterokurticity ⋮ An approximate test for common principal component subspaces in two groups ⋮ A test of the hypothesis of partial common principal components ⋮ Inference under functional proportional and common principal component models

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