A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population

DOI10.22342/JIMS.28.3.1158.272-303OpenAlexW4313644293MaRDI QIDQ5876942

Yohji Akama, Atina Husnaqilati

Publication date: 3 February 2023

Published in: Journal of the Indonesian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2210.12580

zbMATH Keywords

limiting spectral distributionMarčenko-Pastur distributionsample correlation matricesequi-correlated normal populationGuttman-Kaiser criterion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Related Items (1)

CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET

Uses Software

• datamicroarray

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