An improved chi-squared test for a principal component (Q1822427)

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An improved chi-squared test for a principal component
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    An improved chi-squared test for a principal component (English)
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    1987
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    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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    latent root
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    latent vector
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    simulation study
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    expected value
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    first principal component vector
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    chi-squared approximation
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