An adjustment for a test concerning a principal component subspace (Q1117643)
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English | An adjustment for a test concerning a principal component subspace |
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An adjustment for a test concerning a principal component subspace (English)
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1989
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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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asymptotic expansion
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latent root
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latent vector
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principal component subspace
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Bartlett adjustment factor
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simulation
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