Testing for the redundancy of variables in principal components analysis

DOI10.1016/0167-7152(91)90114-7zbMATH Open0744.62090OpenAlexW2027956133MaRDI QIDQ1176996FDOQ1176996

James R. Schott

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90114-7

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zbMATH Keywords

principal componentsasymptotic expansionsimulationdimensionality reductionBartlett adjustment factoradjusted statisticstesting for the redundancy of variables

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

Cites Work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• Robust Estimation of Dispersion Matrices and Principal Components
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• Title not available (Why is that?)
• An adjustment for a test concerning a principal component subspace
• Asymptotic inference for eigenvectors
• Title not available (Why is that?)
• Asymptotic expansions of the distributions of the latent roots and the latent vector of the Wishart and multivariate F matrices

Cited In (3)

• Principal components on coefficient of variation matrices
• Tests for redundancy of some variables in correspondence analysis
• Title not available (Why is that?)

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