An improved chi-squared test for a principal component

DOI10.1016/0167-7152(87)90011-3MaRDI QIDQ1822427zbMATH OpenOpenAlexFDO

Authors James R. Schott

Publication date 1987

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

Full work available at URL https://doi.org/10.1016/0167-7152(87)90011-3

zbMATH Keywords

chi-squared approximationexpected valuefirst principal component vectorlatent rootlatent vectorsimulation study

Mathematics Subject Classification ID

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

Review text

The expected value is computed for a statistic which is used to test that a specified unit vector is actually the first principal component vector. This suggests an adjusted statistic with a better chi-squared approximation.

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Cites work

• A class of asymptotic tests for principal component vectors
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices
• Asymptotic inference for eigenvectors
• Asymptotic Theory for Principal Component Analysis
• Properties of sufficiency and statistical tests
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

Cited in

(7)

• An adjustment for a test concerning a principal component subspace
• A chi-square test for dimensionality with non-Gaussian data
• A better grading of the student's performance using the first principal component of the covariance matrix of the scores
• A Test for a Specific Principal Component of a Correlation Matrix
• scientific article; zbMATH DE number 6398877 (Why is no real title available?)
• Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making
• Improvement of the quality of the chi-square approximation for the ADF test on a covariance matrix with a linear structure

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