An adjustment for a test concerning a principal component subspace

DOI10.1016/0167-7152(89)90099-0MaRDI QIDQ1117643zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90099-0

zbMATH Keywords

asymptotic expansionBartlett adjustment factorlatent rootlatent vectorprincipal component subspacesimulation

Mathematics Subject Classification ID

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

Review text

A Bartlett adjustment factor is obtained for a statistic used to test the hypothesis that a specified set of m orthonormal vectors spans the same subspace as does the set of the first m principal component vectors. The adjusted and unadjusted statistics are compared via a simulation study.

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Cited in

(6)

• Testing for the redundancy of variables in principal components analysis
• An improved chi-squared test for a principal component
• scientific article; zbMATH DE number 5952281 (Why is no real title available?)
• scientific article; zbMATH DE number 4043076 (Why is no real title available?)
• Tests concerning two non-isotropic principal components
• Principal components on coefficient of variation matrices

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